+255.1%
TPR vs CBOE
+179.4%
+75.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +14.2% | +5.3% | +8.9% | +13.9% |
| 30D | +17.1% | +25.5% | -8.4% | +15.5% |
| 3M | -17.7% | +22.5% | -40.2% | -18.8% |
| 6M | -10.2% | +2.6% | -12.8% | -10.3% |
| YTD | +4.9% | +41.8% | -36.9% | +2.1% |
| 1Y | +36.1% | +40.9% | -4.7% | +32.6% |
| 3Y | +416.5% | +108.7% | +307.7% | +357.0% |
| All | +255.1% | +179.4% | +75.7% | +166.6% |
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 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