+318.8%
T vs CBOE
+1,045.3%
-726.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.3% | -3.6% | +2.4% | -0.6% |
| 30D | +11.4% | +5.1% | +6.3% | +10.2% |
| 3M | +14.3% | +4.6% | +9.7% | +12.9% |
| 6M | -9.3% | -0.3% | -9.0% | -10.1% |
| YTD | +7.1% | +19.8% | -12.6% | +2.2% |
| 1Y | -9.1% | +28.4% | -37.4% | -14.5% |
| 3Y | +105.3% | +104.1% | +1.2% | +75.3% |
| 5Y | +66.8% | +150.9% | -84.1% | +35.4% |
| 10Y | +66.8% | +393.5% | -326.7% | +17.3% |
| All | +318.8% | +1,045.3% | -726.5% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling