+152.3%
W vs CBOE
+379.3%
-226.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.4% |
| 7D | +0.5% | -3.7% | +4.2% | +1.3% |
| 30D | -5.6% | +2.0% | -7.5% | -6.2% |
| 3M | +41.9% | -4.2% | +46.2% | +41.9% |
| 6M | +30.2% | +1.2% | +29.0% | +26.8% |
| YTD | -2.9% | +15.4% | -18.3% | -9.4% |
| 1Y | +11.6% | +23.5% | -11.9% | +1.9% |
| 3Y | +37.0% | +93.2% | -56.2% | -2.7% |
| 5Y | -62.8% | +142.0% | -204.8% | -76.7% |
| All | +152.3% | +379.3% | -226.9% | +3.4% |
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