+292.2%
TER vs CBOE
+96.4%
+195.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +2.9% |
| 7D | +12.4% | -0.8% | +13.1% | +12.0% |
| 30D | +5.1% | +2.7% | +2.4% | +6.5% |
| 3M | +4.0% | +0.7% | +3.2% | +6.3% |
| 6M | +29.5% | -2.0% | +31.5% | +33.6% |
| YTD | +98.5% | +17.1% | +81.3% | +126.6% |
| 1Y | +234.1% | +26.5% | +207.6% | +299.5% |
| All | +292.2% | +96.4% | +195.8% | +423.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling