-25.8%
TE vs CBOE
+39.5%
-65.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.4% |
| 7D | +3.8% | +7.7% | -3.9% | +9.1% |
| 30D | -26.2% | +24.4% | -50.6% | -15.7% |
| 3M | -49.7% | +20.0% | -69.7% | -43.4% |
| 6M | -46.5% | +2.4% | -48.8% | -40.0% |
| YTD | -59.1% | +38.5% | -97.7% | -53.8% |
| 1Y | -25.8% | +39.0% | -64.8% | -17.9% |
| All | -25.8% | +39.5% | -65.3% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling