+39.0%
CBOE vs EOSE
-85.5%
+124.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.6% | -12.4% | +1.2% |
| 7D | +7.7% | +9.7% | -2.0% | +8.6% |
| 30D | +24.4% | -34.6% | +59.0% | +21.8% |
| 3M | +20.0% | -50.8% | +70.8% | +16.2% |
| 6M | +2.4% | -66.5% | +68.8% | -1.7% |
| YTD | +38.5% | -81.3% | +119.9% | +35.1% |
| 1Y | +39.0% | -84.8% | +123.8% | +36.3% |
| All | +39.0% | -85.5% | +124.4% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling