+1,036.7%
CBOE vs EXEL
+1,114.1%
-77.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.5% |
| 7D | -4.6% | +1.4% | -6.0% | -4.8% |
| 30D | +2.6% | +6.7% | -4.0% | +2.1% |
| 3M | +4.9% | +11.5% | -6.5% | +3.9% |
| 6M | -2.2% | +38.8% | -41.0% | -4.9% |
| YTD | +17.7% | +31.6% | -13.9% | +14.9% |
| 1Y | +26.1% | +53.0% | -26.9% | +21.4% |
| 3Y | +97.1% | +160.8% | -63.7% | +79.7% |
| 5Y | +149.2% | +190.1% | -40.9% | +123.7% |
| 10Y | +385.1% | +367.0% | +18.1% | +304.3% |
| All | +1,036.7% | +1,114.1% | -77.4% | +672.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling