+383.3%
TPR vs CBOE
+521.7%
-138.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -1.1% |
| 7D | +12.1% | +6.0% | +6.1% | +10.6% |
| 30D | +16.7% | +19.9% | -3.3% | +11.7% |
| 3M | -17.4% | +28.4% | -45.7% | -22.4% |
| 6M | +2.3% | +5.2% | -2.9% | +0.2% |
| YTD | +7.1% | +46.4% | -39.3% | -4.3% |
| 1Y | +29.5% | +41.8% | -12.3% | +16.7% |
| 3Y | +415.0% | +114.4% | +300.6% | +297.1% |
| 5Y | +261.5% | +202.9% | +58.6% | +141.0% |
| 10Y | +383.3% | +511.3% | -128.0% | +144.8% |
| All | +383.3% | +521.7% | -138.4% | +144.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling