+320.5%
TPR vs CBOE
+387.8%
-67.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.3% |
| 7D | -3.4% | -4.6% | +1.3% | -2.3% |
| 30D | -27.3% | +2.6% | -29.9% | -27.9% |
| 3M | -16.2% | +4.9% | -21.2% | -17.9% |
| 6M | -17.9% | -2.2% | -15.7% | -18.5% |
| YTD | -7.1% | +17.7% | -24.8% | -12.5% |
| 1Y | +13.6% | +26.1% | -12.5% | +4.8% |
| 3Y | +293.7% | +97.1% | +196.6% | +204.2% |
| 5Y | +239.1% | +149.2% | +89.9% | +136.2% |
| All | +320.5% | +387.8% | -67.3% | +121.4% |
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 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