+39.0%
CBOE vs ET
+24.7%
+14.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.7% | +0.7% |
| 7D | +7.7% | -6.0% | +13.8% | +8.4% |
| 30D | +24.4% | -6.1% | +30.5% | +25.2% |
| 3M | +20.0% | -2.7% | +22.7% | +20.1% |
| 6M | +2.4% | +0.2% | +2.1% | +1.5% |
| YTD | +38.5% | +24.3% | +14.2% | +31.3% |
| 1Y | +39.0% | +26.4% | +12.6% | +32.0% |
| All | +39.0% | +24.7% | +14.2% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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