+28.5%
CBOE vs EL
+27.5%
+0.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +1.9% |
| 7D | +6.3% | +1.5% | +4.7% | +6.4% |
| 30D | +24.9% | +10.0% | +14.9% | +25.7% |
| 3M | +28.5% | +28.4% | 0.0% | +32.1% |
| All | +28.5% | +27.5% | +0.9% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3mo: compounded portfolio wealth divided by compounded EL 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…
3mo analysis · Full analysis span regression · Available span rolling