+196.7%
W vs CBOE
+716.1%
-519.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.1% |
| 7D | +0.2% | +6.3% | -6.1% | -1.0% |
| 30D | +6.8% | +24.9% | -18.1% | +2.0% |
| 3M | +10.7% | +28.5% | -17.8% | +4.7% |
| 6M | +86.3% | +2.9% | +83.5% | +84.5% |
| YTD | +11.5% | +50.7% | -39.2% | -1.3% |
| 1Y | +5.1% | +45.5% | -40.4% | -6.0% |
| 3Y | +171.0% | +116.3% | +54.7% | +101.0% |
| 5Y | -56.6% | +204.3% | -261.0% | -73.0% |
| 10Y | +213.4% | +526.3% | -312.9% | +51.8% |
| All | +196.7% | +716.1% | -519.3% | +54.0% |
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