+324.3%
TPR vs CBOE
+1,045.3%
-721.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | -3.6% | +1.3% | -1.4% |
| 30D | -23.0% | +5.1% | -28.0% | -24.1% |
| 3M | -12.5% | +4.6% | -17.1% | -14.2% |
| 6M | -21.4% | -0.3% | -21.2% | -22.5% |
| YTD | -3.5% | +19.8% | -23.3% | -9.7% |
| 1Y | +17.4% | +28.4% | -11.0% | +7.4% |
| 3Y | +291.3% | +104.1% | +187.1% | +201.3% |
| 5Y | +241.9% | +150.9% | +91.0% | +142.6% |
| 10Y | +322.7% | +393.5% | -70.8% | +134.4% |
| All | +324.3% | +1,045.3% | -721.0% | +58.1% |
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