+11.9%
U vs CBOE
+96.4%
-84.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.6% |
| 7D | +4.4% | -0.8% | +5.1% | +4.2% |
| 30D | -1.3% | +2.7% | -4.0% | -0.7% |
| 3M | +49.6% | +0.7% | +48.9% | +49.6% |
| 6M | +100.2% | -2.0% | +102.2% | +99.7% |
| YTD | -3.7% | +17.1% | -20.8% | +2.1% |
| 1Y | -6.5% | +26.5% | -33.0% | +2.2% |
| All | +11.9% | +96.4% | -84.5% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling