+791.7%
CBOE vs ESI
+198.2%
+593.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.8% |
| 7D | +6.3% | +5.5% | +0.8% | +5.9% |
| 30D | +24.9% | -7.8% | +32.7% | +25.4% |
| 3M | +28.5% | -15.0% | +43.5% | +29.6% |
| 6M | +2.9% | -24.9% | +27.8% | +4.4% |
| YTD | +50.7% | +33.2% | +17.4% | +45.0% |
| 1Y | +45.5% | +24.9% | +20.5% | +40.7% |
| 3Y | +116.3% | +77.8% | +38.6% | +98.7% |
| 5Y | +204.3% | +37.1% | +167.2% | +184.7% |
| 10Y | +526.3% | +320.5% | +205.8% | +412.2% |
| All | +791.7% | +198.2% | +593.5% | +609.2% |
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 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