-35.7%
U vs CBOE
+241.9%
-277.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.2% | +6.7% | +4.7% |
| 7D | +5.5% | -5.8% | +11.3% | +6.2% |
| 30D | -1.3% | -3.1% | +1.9% | -1.0% |
| 3M | +64.6% | -4.8% | +69.3% | +64.8% |
| 6M | +119.4% | -0.6% | +119.9% | +116.9% |
| YTD | -0.5% | +12.8% | -13.3% | -3.5% |
| 1Y | +1.3% | +19.8% | -18.5% | -2.8% |
| 3Y | +15.6% | +86.9% | -71.3% | -7.2% |
| 5Y | -67.5% | +136.5% | -204.0% | -77.4% |
| All | -35.7% | +241.9% | -277.6% | -51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling