-49.7%
TE vs CBOE
+142.1%
-191.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -7.2% |
| 7D | +0.9% | -3.7% | +4.6% | -0.3% |
| 30D | -16.3% | +2.0% | -18.2% | -15.5% |
| 3M | -40.8% | -4.2% | -36.5% | -40.4% |
| 6M | -42.6% | +1.2% | -43.8% | -41.1% |
| YTD | -31.4% | +15.4% | -46.8% | -28.1% |
| 1Y | +144.9% | +23.5% | +121.4% | +160.1% |
| 3Y | -26.0% | +93.2% | -119.2% | -32.2% |
| All | -49.7% | +142.1% | -191.8% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling