+39.0%
CBOE vs EAT
+109.8%
-70.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.3% | -6.0% | +0.5% |
| 7D | +7.7% | -0.1% | +7.9% | +7.7% |
| 30D | +24.4% | +13.5% | +10.9% | +25.0% |
| 3M | +20.0% | +1.0% | +19.0% | +20.8% |
| 6M | +2.4% | +57.3% | -54.9% | +6.2% |
| YTD | +38.5% | +53.6% | -15.0% | +43.5% |
| 1Y | +39.0% | +110.8% | -71.9% | +42.9% |
| All | +39.0% | +109.8% | -70.9% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling