+180.4%
CBOE vs EXPD
+55.6%
+124.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.3% | +0.2% |
| 7D | +5.3% | -7.2% | +12.4% | +5.8% |
| 30D | +25.5% | -3.3% | +28.7% | +25.7% |
| 3M | +22.5% | +3.4% | +19.1% | +22.1% |
| 6M | +2.6% | +22.7% | -20.1% | +0.9% |
| YTD | +41.8% | +24.5% | +17.3% | +38.8% |
| 1Y | +40.9% | +38.6% | +2.2% | +36.6% |
| 3Y | +108.7% | +71.5% | +37.2% | +95.8% |
| All | +180.4% | +55.6% | +124.8% | +175.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling