+1,056.2%
CBOE vs EAT
+1,713.2%
-656.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | +5.1% | +1.9% | +3.2% | +4.8% |
| 3M | +4.6% | +68.7% | -64.1% | -0.9% |
| 6M | -0.3% | +66.9% | -67.2% | -6.0% |
| YTD | +19.8% | +60.4% | -40.7% | +13.2% |
| 1Y | +28.4% | +44.0% | -15.6% | +22.3% |
| 3Y | +104.1% | +604.7% | -500.6% | +55.3% |
| 5Y | +150.9% | +347.0% | -196.1% | +95.9% |
| 10Y | +393.5% | +390.8% | +2.7% | +239.4% |
| All | +1,056.2% | +1,713.2% | -656.9% | +438.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling