-1.4%
TEAM vs CBOE
+44.9%
-46.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.9% |
| 7D | -2.4% | +6.3% | -8.7% | -3.8% |
| 30D | -26.7% | +24.9% | -51.7% | -31.0% |
| 3M | -9.6% | +28.5% | -38.1% | -16.0% |
| 6M | +86.0% | +2.9% | +83.2% | +93.7% |
| YTD | -7.5% | +50.7% | -58.2% | -15.6% |
| 1Y | -1.4% | +45.5% | -46.8% | -9.8% |
| All | -1.4% | +44.9% | -46.3% | -9.8% |
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