+204.2%
CBOE vs EAT
+363.9%
-159.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +6.3% | -4.0% | +10.3% | +6.3% |
| 30D | +24.9% | -2.9% | +27.8% | +25.0% |
| 3M | +28.5% | -16.9% | +45.3% | +28.7% |
| 6M | +2.9% | +57.0% | -54.1% | +2.5% |
| YTD | +50.7% | +38.2% | +12.5% | +50.2% |
| 1Y | +45.5% | +69.3% | -23.8% | +44.4% |
| 3Y | +116.3% | +483.0% | -366.6% | +95.9% |
| All | +204.2% | +363.9% | -159.7% | +173.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling