+1,036.7%
CBOE vs EFV
+257.0%
+779.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -4.6% | +1.0% | -5.6% | -5.0% |
| 30D | +2.6% | +0.2% | +2.5% | +2.6% |
| 3M | +4.9% | +9.6% | -4.7% | +0.9% |
| 6M | -2.2% | +14.0% | -16.2% | -7.7% |
| YTD | +17.7% | +18.5% | -0.7% | +9.1% |
| 1Y | +26.1% | +27.9% | -1.8% | +12.9% |
| 3Y | +97.1% | +92.4% | +4.7% | +45.8% |
| 5Y | +149.2% | +97.2% | +52.0% | +80.5% |
| 10Y | +385.1% | +163.0% | +222.1% | +199.8% |
| All | +1,036.7% | +257.0% | +779.7% | +527.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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