+185.4%
CBOE vs ES
+2.9%
+182.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +16.0% | +5.7% | +10.3% | +14.9% |
| 3M | +23.4% | -2.8% | +26.2% | +23.9% |
| 6M | +1.7% | +7.0% | -5.3% | +0.3% |
| YTD | +41.6% | +6.8% | +34.8% | +39.5% |
| 1Y | +38.5% | -0.5% | +38.9% | +37.9% |
| 3Y | +105.7% | +47.2% | +58.6% | +89.9% |
| 5Y | +185.4% | +2.3% | +183.2% | +188.6% |
| All | +185.4% | +2.9% | +182.5% | +188.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling