+3,338.2%
TER vs CBOE
+1,025.9%
+2,312.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.6% |
| 7D | +11.0% | -4.6% | +15.6% | +12.1% |
| 30D | -1.9% | +2.6% | -4.5% | -2.5% |
| 3M | -0.7% | +4.9% | -5.6% | -2.9% |
| 6M | +36.4% | -2.2% | +38.5% | +34.5% |
| YTD | +92.4% | +17.7% | +74.7% | +79.3% |
| 1Y | +213.5% | +26.1% | +187.4% | +184.9% |
| 3Y | +277.2% | +97.1% | +180.1% | +181.1% |
| 5Y | +219.1% | +149.2% | +69.9% | +114.4% |
| 10Y | +1,744.2% | +385.1% | +1,359.2% | +803.7% |
| All | +3,338.2% | +1,025.9% | +2,312.3% | +915.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling