+89.2%
TER vs CBOE
+204.4%
-115.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.2% | +7.1% | +8.6% |
| 7D | +5.9% | +6.9% | -1.1% | +7.5% |
| 30D | -30.8% | +24.1% | -54.9% | -27.5% |
| 3M | -29.9% | +30.9% | -60.9% | -25.8% |
| 6M | -27.5% | +5.9% | -33.3% | -23.9% |
| YTD | +37.5% | +48.2% | -10.7% | +48.2% |
| 1Y | +50.3% | +43.5% | +6.8% | +61.8% |
| 3Y | +204.9% | +117.0% | +87.9% | +204.2% |
| 5Y | +89.2% | +203.4% | -114.2% | +49.7% |
| All | +89.2% | +204.4% | -115.2% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling