+116.3%
CBOE vs ESI
+79.1%
+37.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.7% |
| 7D | +6.3% | +5.5% | +0.8% | +7.0% |
| 30D | +24.9% | -7.8% | +32.7% | +24.0% |
| 3M | +28.5% | -15.0% | +43.5% | +26.6% |
| 6M | +2.9% | -24.9% | +27.8% | +0.7% |
| YTD | +50.7% | +33.2% | +17.4% | +58.2% |
| 1Y | +45.5% | +24.9% | +20.5% | +51.7% |
| 3Y | +116.3% | +77.8% | +38.6% | +136.1% |
| All | +116.3% | +79.1% | +37.3% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling