-53.1%
TE vs CBOE
+163.0%
-216.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.3% |
| 7D | +0.2% | -5.8% | +6.0% | -0.7% |
| 30D | -5.9% | -3.1% | -2.8% | -6.3% |
| 3M | -45.6% | -4.8% | -40.8% | -45.5% |
| 6M | -43.4% | -0.6% | -42.8% | -42.9% |
| YTD | -31.0% | +12.8% | -43.8% | -29.8% |
| 1Y | +145.2% | +19.8% | +125.4% | +150.3% |
| 3Y | -24.1% | +86.9% | -111.0% | -26.4% |
| 5Y | -48.1% | +136.5% | -184.7% | -52.3% |
| All | -53.1% | +163.0% | -216.1% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling