+139.8%
CBOE vs EME
+575.5%
-435.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.6% | -2.1% |
| 7D | -5.8% | +3.5% | -9.3% | -5.7% |
| 30D | -3.1% | -6.3% | +3.2% | -3.3% |
| 3M | -4.8% | -3.8% | -1.0% | -4.5% |
| 6M | -0.6% | +8.5% | -9.1% | -0.3% |
| YTD | +12.8% | +27.8% | -15.0% | +12.8% |
| 1Y | +19.8% | +22.2% | -2.4% | +19.6% |
| 3Y | +86.9% | +253.5% | -166.5% | +60.4% |
| All | +139.8% | +575.5% | -435.7% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…
5y analysis · Full analysis span regression · 6 months rolling