+608.7%
CBOE vs ESI
+224.6%
+384.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -3.0% | -0.3% |
| 7D | -3.6% | +3.3% | -6.9% | -3.9% |
| 30D | +5.1% | -5.9% | +10.9% | +5.5% |
| 3M | +4.6% | -14.1% | +18.7% | +5.5% |
| 6M | -0.3% | +6.6% | -6.8% | -1.5% |
| YTD | +19.8% | +45.0% | -25.3% | +14.9% |
| 1Y | +28.4% | +41.5% | -13.1% | +23.2% |
| 3Y | +104.1% | +78.8% | +25.3% | +88.4% |
| 5Y | +150.9% | +70.9% | +80.0% | +130.4% |
| 10Y | +393.5% | +317.1% | +76.4% | +303.1% |
| All | +608.7% | +224.6% | +384.1% | +461.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling