+149.3%
CBOE vs ESI
+74.4%
+74.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -0.8% | +3.9% | -4.7% | -0.8% |
| 30D | +2.7% | -3.8% | +6.5% | +2.7% |
| 3M | +0.7% | -13.1% | +13.8% | +0.8% |
| 6M | -2.0% | +11.3% | -13.3% | -2.2% |
| YTD | +17.1% | +44.1% | -27.0% | +15.9% |
| 1Y | +26.5% | +40.3% | -13.8% | +25.2% |
| 3Y | +96.1% | +84.1% | +12.1% | +85.1% |
| 5Y | +149.3% | +75.8% | +73.5% | +135.4% |
| All | +149.3% | +74.4% | +74.9% | +135.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling