-62.3%
W vs CBOE
+146.7%
-209.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.1% |
| 7D | +5.9% | -0.8% | +6.7% | +5.8% |
| 30D | -3.0% | +2.7% | -5.7% | -2.6% |
| 3M | +40.3% | +0.7% | +39.6% | +41.3% |
| 6M | +32.2% | -2.0% | +34.2% | +32.8% |
| YTD | -0.3% | +17.1% | -17.4% | 0.0% |
| 1Y | +16.2% | +26.5% | -10.3% | +16.6% |
| 3Y | +40.7% | +96.1% | -55.4% | +11.8% |
| 5Y | -62.3% | +149.3% | -211.6% | -77.1% |
| All | -62.3% | +146.7% | -209.0% | -77.1% |
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