+19.8%
CBOE vs ESI
+34.2%
-14.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -5.8% | -4.6% | -1.2% | -6.2% |
| 30D | -3.1% | -10.5% | +7.4% | -4.1% |
| 3M | -4.8% | -19.8% | +15.1% | -6.1% |
| 6M | -0.6% | +5.8% | -6.4% | +1.6% |
| YTD | +12.8% | +38.3% | -25.5% | +17.8% |
| 1Y | +19.8% | +31.5% | -11.7% | +24.3% |
| All | +19.8% | +34.2% | -14.4% | +24.3% |
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