+1,014.0%
CBOE vs ET
+767.9%
+246.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -3.7% | +1.4% | -5.0% | -3.8% |
| 30D | +2.0% | +4.6% | -2.6% | +1.5% |
| 3M | -4.2% | +16.0% | -20.3% | -5.7% |
| 6M | +1.2% | +22.8% | -21.6% | -1.0% |
| YTD | +15.4% | +38.9% | -23.5% | +11.5% |
| 1Y | +23.5% | +34.1% | -10.6% | +19.7% |
| 3Y | +93.2% | +98.8% | -5.6% | +78.5% |
| 5Y | +142.0% | +246.8% | -104.9% | +109.3% |
| 10Y | +379.2% | +174.4% | +204.8% | +299.7% |
| All | +1,014.0% | +767.9% | +246.2% | +506.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling