+165.0%
W vs CBOE
+537.6%
-372.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | +6.5% | -4.6% | +11.1% | +7.5% |
| 30D | -6.2% | +2.6% | -8.9% | -6.9% |
| 3M | +48.9% | +4.9% | +43.9% | +45.5% |
| 6M | +31.2% | -2.2% | +33.4% | +29.3% |
| YTD | -0.4% | +17.7% | -18.2% | -7.1% |
| 1Y | +14.8% | +26.1% | -11.2% | +5.0% |
| 3Y | +40.5% | +97.1% | -56.6% | +1.9% |
| 5Y | -62.1% | +149.2% | -211.3% | -75.6% |
| 10Y | +141.5% | +385.1% | -243.5% | +23.2% |
| All | +165.0% | +537.6% | -372.6% | +44.9% |
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 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