+139.8%
CBOE vs ET
+241.8%
-101.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.2% |
| 7D | -5.8% | +0.2% | -6.0% | -5.8% |
| 30D | -3.1% | +2.9% | -6.0% | -3.4% |
| 3M | -4.8% | +16.8% | -21.6% | -5.9% |
| 6M | -0.6% | +18.9% | -19.4% | -2.0% |
| YTD | +12.8% | +37.7% | -24.9% | +10.0% |
| 1Y | +19.8% | +32.4% | -12.7% | +17.1% |
| 3Y | +86.9% | +99.5% | -12.5% | +72.0% |
| All | +139.8% | +241.8% | -101.9% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling