+69.6%
V vs CBOE
+145.0%
-75.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -3.0% | -3.7% | +0.6% | -2.4% |
| 30D | +1.2% | +2.0% | -0.8% | +0.7% |
| 3M | +13.9% | -4.2% | +18.2% | +14.5% |
| 6M | +17.2% | +1.2% | +16.1% | +15.5% |
| YTD | +5.3% | +15.4% | -10.0% | +0.1% |
| 1Y | +9.5% | +23.5% | -14.0% | +2.1% |
| 3Y | +51.9% | +93.2% | -41.3% | +18.1% |
| 5Y | +69.6% | +142.0% | -72.4% | +15.9% |
| All | +69.6% | +145.0% | -75.4% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling