+363.2%
TPR vs CBOE
+1,317.1%
-953.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.0% |
| 7D | +6.4% | +6.9% | -0.5% | +4.7% |
| 30D | +13.8% | +24.1% | -10.4% | +7.6% |
| 3M | -16.6% | +30.9% | -47.6% | -22.6% |
| 6M | +0.7% | +5.9% | -5.2% | -1.9% |
| YTD | +5.3% | +48.2% | -42.8% | -6.9% |
| 1Y | +32.4% | +43.5% | -11.1% | +18.0% |
| 3Y | +406.4% | +117.0% | +289.4% | +288.2% |
| 5Y | +227.9% | +203.4% | +24.6% | +121.7% |
| 10Y | +371.7% | +515.9% | -144.2% | +146.7% |
| All | +363.2% | +1,317.1% | -953.9% | +63.0% |
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