+42.4%
CBOE vs EXPD
+41.2%
+1.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.1% |
| 7D | +4.5% | +3.6% | +0.9% | +4.5% |
| 30D | +26.2% | +0.3% | +25.9% | +26.2% |
| 3M | +27.1% | +6.1% | +21.1% | +27.0% |
| 6M | +4.2% | +27.4% | -23.2% | +3.3% |
| YTD | +48.0% | +32.0% | +16.1% | +46.7% |
| 1Y | +42.4% | +40.5% | +1.9% | +41.5% |
| All | +42.4% | +41.2% | +1.2% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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