+282.6%
TPR vs CBOE
+96.4%
+186.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.3% |
| 7D | -7.3% | -0.8% | -6.5% | -7.4% |
| 30D | -30.7% | +2.7% | -33.4% | -30.5% |
| 3M | -21.6% | +0.7% | -22.3% | -21.5% |
| 6M | -21.3% | -2.0% | -19.4% | -20.6% |
| YTD | -10.2% | +17.1% | -27.3% | -6.2% |
| 1Y | +9.5% | +26.5% | -17.0% | +16.4% |
| All | +282.6% | +96.4% | +186.2% | +313.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling