+518.7%
CBOE vs ES
+98.2%
+420.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.5% |
| 7D | +6.3% | +2.7% | +3.6% | +5.5% |
| 30D | +24.9% | +7.6% | +17.4% | +22.5% |
| 3M | +28.5% | +0.5% | +28.0% | +28.2% |
| 6M | +2.9% | +7.6% | -4.7% | +0.6% |
| YTD | +50.7% | +10.2% | +40.4% | +45.8% |
| 1Y | +45.5% | +1.8% | +43.6% | +43.6% |
| 3Y | +116.3% | +55.4% | +61.0% | +85.1% |
| 5Y | +204.3% | +7.3% | +197.0% | +189.1% |
| All | +518.7% | +98.2% | +420.5% | +441.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling