+1,031.0%
CBOE vs EL
+315.0%
+716.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.1% |
| 7D | -0.8% | -2.4% | +1.6% | -0.4% |
| 30D | +2.7% | +13.7% | -11.0% | +0.5% |
| 3M | +0.7% | +14.5% | -13.8% | -1.7% |
| 6M | -2.0% | +7.4% | -9.4% | -3.8% |
| YTD | +17.1% | -4.7% | +21.8% | +16.2% |
| 1Y | +26.5% | +12.9% | +13.6% | +21.7% |
| 3Y | +96.1% | -32.2% | +128.4% | +100.2% |
| 5Y | +149.3% | -68.4% | +217.7% | +199.6% |
| 10Y | +386.5% | +28.3% | +358.2% | +297.0% |
| All | +1,031.0% | +315.0% | +716.0% | +595.9% |
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