+22.5%
CBOE vs EXEL
+52.0%
-29.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -3.7% | -2.9% | -0.8% | -3.6% |
| 30D | +2.0% | +11.9% | -9.9% | +1.6% |
| 3M | -4.2% | +9.2% | -13.5% | -4.9% |
| 6M | +1.2% | +39.1% | -37.9% | -0.9% |
| YTD | +15.4% | +31.0% | -15.6% | +13.4% |
| All | +22.5% | +52.0% | -29.5% | +21.2% |
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