+139.8%
CBOE vs EOSE
-70.0%
+209.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | -5.8% | +1.8% | -7.6% | -5.8% |
| 30D | -3.1% | -6.8% | +3.7% | -3.1% |
| 3M | -4.8% | -36.3% | +31.5% | -4.5% |
| 6M | -0.6% | -38.8% | +38.2% | -0.5% |
| YTD | +12.8% | -65.5% | +78.3% | +13.5% |
| 1Y | +19.8% | -45.3% | +65.1% | +19.5% |
| 3Y | +86.9% | +44.2% | +42.8% | +80.6% |
| All | +139.8% | -70.0% | +209.8% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling