+1,031.0%
CBOE vs EME
+3,246.9%
-2,215.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | -0.8% | +2.7% | -3.5% | -1.2% |
| 30D | +2.7% | -6.8% | +9.5% | +3.8% |
| 3M | +0.7% | -8.8% | +9.5% | +1.5% |
| 6M | -2.0% | +5.0% | -7.0% | -4.2% |
| YTD | +17.1% | +23.5% | -6.4% | +10.4% |
| 1Y | +26.5% | +21.3% | +5.2% | +18.4% |
| 3Y | +96.1% | +241.1% | -144.9% | +35.4% |
| 5Y | +149.3% | +549.2% | -399.9% | +40.3% |
| 10Y | +386.5% | +1,306.4% | -919.9% | +105.1% |
| All | +1,031.0% | +3,246.9% | -2,215.9% | +248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling