+1,851.9%
TER vs CBOE
+368.5%
+1,483.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +2.9% |
| 7D | +6.4% | -5.8% | +12.2% | +7.2% |
| 30D | -5.7% | -3.1% | -2.5% | -5.3% |
| 3M | -0.4% | -4.8% | +4.4% | 0.0% |
| 6M | +25.8% | -0.6% | +26.4% | +24.3% |
| YTD | +96.4% | +12.8% | +83.6% | +88.0% |
| 1Y | +229.2% | +19.8% | +209.5% | +209.8% |
| 3Y | +288.1% | +86.9% | +201.2% | +205.8% |
| 5Y | +219.9% | +136.5% | +83.4% | +127.2% |
| All | +1,851.9% | +368.5% | +1,483.4% | +1,052.2% |
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