-53.2%
TEAM vs CBOE
+148.7%
-201.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -4.7% | -0.8% | -3.9% | -4.5% |
| 30D | +17.0% | +2.7% | +14.3% | +16.1% |
| 3M | +85.9% | +0.7% | +85.2% | +84.7% |
| 6M | +116.7% | -2.0% | +118.6% | +114.7% |
| YTD | +9.6% | +17.1% | -7.5% | +5.2% |
| 1Y | -2.5% | +26.5% | -29.0% | -8.0% |
| 3Y | -14.0% | +96.1% | -110.1% | -40.3% |
| All | -53.2% | +148.7% | -201.9% | -74.8% |
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 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