+28.4%
CBOE vs ESI
+44.5%
-16.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -3.0% | +0.2% |
| 7D | -3.6% | +3.3% | -6.9% | -3.3% |
| 30D | +5.1% | -5.9% | +10.9% | +4.6% |
| 3M | +4.6% | -14.1% | +18.7% | +3.9% |
| 6M | -0.3% | +6.6% | -6.8% | +2.0% |
| YTD | +19.8% | +45.0% | -25.3% | +25.3% |
| 1Y | +28.4% | +41.5% | -13.1% | +34.2% |
| All | +28.4% | +44.5% | -16.2% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling