+99.8%
CBOE vs EXPD
+69.2%
+30.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -3.6% | -1.1% | -2.5% | -3.6% |
| 30D | +5.1% | +4.1% | +1.0% | +5.1% |
| 3M | +4.6% | +17.9% | -13.3% | +4.7% |
| 6M | -0.3% | +29.2% | -29.5% | -0.1% |
| YTD | +19.8% | +27.4% | -7.6% | +19.9% |
| 1Y | +28.4% | +56.8% | -28.5% | +29.4% |
| All | +99.8% | +69.2% | +30.7% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling