+1,056.2%
CBOE vs ES
+372.4%
+683.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -3.6% | +0.3% | -3.9% | -3.7% |
| 30D | +5.1% | -2.0% | +7.0% | +5.6% |
| 3M | +4.6% | +1.7% | +2.9% | +3.9% |
| 6M | -0.3% | -3.5% | +3.3% | +0.4% |
| YTD | +19.8% | +7.9% | +11.8% | +16.5% |
| 1Y | +28.4% | +17.2% | +11.2% | +21.2% |
| 3Y | +104.1% | +29.3% | +74.8% | +83.8% |
| 5Y | +150.9% | -5.7% | +156.7% | +147.8% |
| 10Y | +393.5% | +85.2% | +308.3% | +286.6% |
| All | +1,056.2% | +372.4% | +683.8% | +575.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling