+494.4%
TEAM vs CBOE
+368.5%
+125.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.6% |
| 7D | -5.2% | -5.8% | +0.6% | -3.9% |
| 30D | +15.8% | -3.1% | +18.9% | +16.4% |
| 3M | +101.5% | -4.8% | +106.2% | +102.8% |
| 6M | +138.2% | -0.6% | +138.7% | +136.6% |
| YTD | +10.8% | +12.8% | -2.0% | +7.0% |
| 1Y | +1.7% | +19.8% | -18.1% | -3.2% |
| 3Y | -16.0% | +86.9% | -103.0% | -32.2% |
| 5Y | -52.7% | +136.5% | -189.2% | -65.0% |
| All | +494.4% | +368.5% | +125.9% | +301.2% |
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