-39.0%
U vs CBOE
+263.0%
-302.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.8% | -3.6% | -0.2% | -3.4% |
| 30D | +17.5% | +5.1% | +12.4% | +16.7% |
| 3M | +38.7% | +4.6% | +34.1% | +37.4% |
| 6M | +104.4% | -0.3% | +104.7% | +102.6% |
| YTD | -5.7% | +19.8% | -25.4% | -9.2% |
| 1Y | +3.7% | +28.4% | -24.7% | -1.3% |
| 3Y | +12.3% | +104.1% | -91.8% | -11.6% |
| 5Y | -68.8% | +150.9% | -219.7% | -78.4% |
| All | -39.0% | +263.0% | -302.0% | -54.7% |
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