-48.5%
TE vs CBOE
+174.5%
-223.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.7% | +11.7% | +9.7% |
| 7D | +18.2% | -4.6% | +22.9% | +17.4% |
| 30D | -13.5% | +2.6% | -16.1% | -13.0% |
| 3M | -44.6% | +4.9% | -49.5% | -43.8% |
| 6M | -24.7% | -2.2% | -22.5% | -23.8% |
| YTD | -24.3% | +17.7% | -42.0% | -22.5% |
| 1Y | +155.6% | +26.1% | +129.5% | +162.8% |
| 3Y | -18.3% | +97.1% | -115.4% | -20.4% |
| 5Y | -41.3% | +149.2% | -190.5% | -45.7% |
| All | -48.5% | +174.5% | -223.0% | -52.9% |
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 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