-55.9%
W vs CBOE
+202.6%
-258.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.6% |
| 7D | +0.2% | +6.3% | -6.1% | +1.0% |
| 30D | +6.8% | +24.9% | -18.1% | +9.8% |
| 3M | +10.7% | +28.5% | -17.8% | +14.2% |
| 6M | +86.3% | +2.9% | +83.5% | +92.6% |
| YTD | +11.5% | +50.7% | -39.2% | +15.6% |
| 1Y | +5.1% | +45.5% | -40.4% | +9.0% |
| 3Y | +171.0% | +116.3% | +54.7% | +149.3% |
| All | -55.9% | +202.6% | -258.5% | -73.9% |
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