+149.2%
CBOE vs ES
-2.9%
+152.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -4.6% | +1.4% | -6.0% | -4.9% |
| 30D | +2.6% | -1.2% | +3.8% | +2.8% |
| 3M | +4.9% | +5.0% | -0.1% | +4.0% |
| 6M | -2.2% | -2.8% | +0.7% | -1.9% |
| YTD | +17.7% | +8.6% | +9.1% | +15.7% |
| 1Y | +26.1% | +18.9% | +7.1% | +21.6% |
| 3Y | +97.1% | +32.1% | +65.0% | +85.8% |
| 5Y | +149.2% | -5.1% | +154.2% | +153.5% |
| All | +149.2% | -2.9% | +152.0% | +153.5% |
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