+199.8%
TER vs CBOE
+29.2%
+170.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.5% | +5.4% |
| 7D | +0.6% | -3.6% | +4.2% | -0.8% |
| 30D | -8.3% | +5.1% | -13.4% | -6.4% |
| 3M | -12.2% | +4.6% | -16.9% | -8.4% |
| 6M | +17.0% | -0.3% | +17.3% | +25.9% |
| YTD | +84.6% | +19.8% | +64.8% | +127.1% |
| 1Y | +199.8% | +28.4% | +171.5% | +288.8% |
| All | +199.8% | +29.2% | +170.6% | +288.8% |
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