+1,354.8%
CBOE vs EL
+369.5%
+985.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +1.6% |
| 7D | +6.3% | +1.5% | +4.7% | +6.0% |
| 30D | +24.9% | +10.0% | +14.9% | +23.1% |
| 3M | +28.5% | +28.4% | 0.0% | +23.2% |
| 6M | +2.9% | +37.1% | -34.2% | -2.4% |
| YTD | +50.7% | +7.8% | +42.8% | +46.6% |
| 1Y | +45.5% | +26.0% | +19.4% | +37.9% |
| 3Y | +116.3% | +3.8% | +112.5% | +103.5% |
| 5Y | +204.3% | -65.2% | +269.5% | +261.6% |
| 10Y | +526.3% | +62.1% | +464.2% | +387.8% |
| All | +1,354.8% | +369.5% | +985.3% | +777.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling