+214.8%
TER vs CBOE
+24.1%
+190.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -4.1% |
| 7D | +9.4% | -3.7% | +13.1% | +7.7% |
| 30D | -2.4% | +2.0% | -4.4% | -1.5% |
| 3M | +6.5% | -4.2% | +10.8% | +7.3% |
| 6M | +23.2% | +1.2% | +22.0% | +35.7% |
| YTD | +91.5% | +15.4% | +76.1% | +134.0% |
| 1Y | +214.8% | +23.5% | +191.3% | +313.9% |
| All | +214.8% | +24.1% | +190.7% | +313.9% |
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