+22.5%
CBOE vs EAT
+39.2%
-16.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -3.7% | -6.2% | +2.5% | -3.7% |
| 30D | +2.0% | -3.0% | +5.0% | +2.1% |
| 3M | -4.2% | +45.6% | -49.9% | -2.3% |
| 6M | +1.2% | +53.5% | -52.4% | +3.4% |
| YTD | +15.4% | +49.6% | -34.2% | +18.1% |
| All | +22.5% | +39.2% | -16.7% | +29.9% |
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