+272.1%
CBOE vs EOSE
-60.2%
+332.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.5% |
| 7D | -3.7% | +14.0% | -17.7% | -3.7% |
| 30D | +2.0% | -5.9% | +7.9% | +2.0% |
| 3M | -4.2% | -34.3% | +30.0% | -4.0% |
| 6M | +1.2% | -37.8% | +38.9% | +1.2% |
| YTD | +15.4% | -65.2% | +80.6% | +16.0% |
| 1Y | +23.5% | -41.9% | +65.4% | +23.2% |
| 3Y | +93.2% | +44.6% | +48.6% | +87.9% |
| 5Y | +142.0% | -69.2% | +211.1% | +127.1% |
| All | +272.1% | -60.2% | +332.4% | +239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling