+3,199.3%
TER vs CBOE
+1,045.3%
+2,154.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.6% | -3.6% | +4.2% | +1.4% |
| 30D | -8.3% | +5.1% | -13.3% | -9.4% |
| 3M | -12.2% | +4.6% | -16.8% | -14.0% |
| 6M | +17.1% | -0.3% | +17.3% | +14.9% |
| YTD | +84.7% | +19.8% | +64.9% | +71.4% |
| 1Y | +199.9% | +28.4% | +171.6% | +171.4% |
| 3Y | +232.8% | +104.1% | +128.7% | +145.1% |
| 5Y | +198.6% | +150.9% | +47.7% | +100.6% |
| 10Y | +1,669.7% | +393.5% | +1,276.3% | +763.9% |
| All | +3,199.3% | +1,045.3% | +2,154.0% | +870.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling