+228.2%
TER vs CBOE
+146.7%
+81.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.1% |
| 7D | +12.4% | -0.8% | +13.1% | +12.3% |
| 30D | +5.1% | +2.7% | +2.4% | +5.6% |
| 3M | +4.0% | +0.7% | +3.2% | +5.1% |
| 6M | +29.5% | -2.0% | +31.5% | +31.3% |
| YTD | +98.5% | +17.1% | +81.3% | +102.6% |
| 1Y | +234.1% | +26.5% | +207.6% | +241.2% |
| 3Y | +289.0% | +96.1% | +192.9% | +243.4% |
| 5Y | +228.2% | +149.3% | +78.9% | +143.4% |
| All | +228.2% | +146.7% | +81.5% | +143.4% |
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