+39.0%
CBOE vs EXEL
+92.4%
-53.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +7.7% | +9.8% | -2.0% | +7.1% |
| 30D | +24.4% | +23.6% | +0.8% | +23.2% |
| 3M | +20.0% | +29.9% | -9.9% | +18.7% |
| 6M | +2.4% | +64.7% | -62.3% | -0.5% |
| YTD | +38.5% | +66.0% | -27.4% | +34.1% |
| 1Y | +39.0% | +92.0% | -53.0% | +32.1% |
| All | +39.0% | +92.4% | -53.5% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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