+933.8%
TRV vs CBOE
+1,020.3%
-86.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +0.2% | -0.8% | +0.9% | +0.4% |
| 30D | -2.3% | +2.7% | -5.0% | -3.3% |
| 3M | +22.7% | +0.7% | +22.0% | +21.5% |
| 6M | +21.9% | -2.0% | +23.9% | +20.6% |
| YTD | +27.5% | +17.1% | +10.3% | +18.9% |
| 1Y | +36.2% | +26.5% | +9.7% | +23.6% |
| 3Y | +140.6% | +96.1% | +44.5% | +86.0% |
| 5Y | +154.5% | +149.3% | +5.2% | +78.6% |
| 10Y | +295.4% | +386.5% | -91.1% | +122.8% |
| All | +933.8% | +1,020.3% | -86.6% | +325.7% |
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