+28.4%
CBOE vs ET
+31.4%
-3.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -3.6% | +0.9% | -4.5% | -3.8% |
| 30D | +5.1% | +7.5% | -2.4% | +3.8% |
| 3M | +4.6% | +11.4% | -6.8% | +2.4% |
| 6M | -0.3% | +18.5% | -18.8% | -3.2% |
| YTD | +19.8% | +37.4% | -17.6% | +13.6% |
| 1Y | +28.4% | +30.9% | -2.6% | +23.8% |
| All | +28.4% | +31.4% | -3.0% | +23.8% |
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