+1,056.2%
CBOE vs EXR
+1,521.0%
-464.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -3.6% | -2.6% | -1.1% | -3.0% |
| 30D | +5.1% | -7.2% | +12.3% | +7.0% |
| 3M | +4.6% | -3.5% | +8.1% | +5.5% |
| 6M | -0.3% | -5.3% | +5.0% | +0.8% |
| YTD | +19.8% | +9.4% | +10.4% | +16.7% |
| 1Y | +28.4% | +1.3% | +27.0% | +27.2% |
| 3Y | +104.1% | +22.4% | +81.7% | +87.2% |
| 5Y | +150.9% | -12.2% | +163.1% | +148.7% |
| 10Y | +393.5% | +148.6% | +244.9% | +243.5% |
| All | +1,056.2% | +1,521.0% | -464.7% | +299.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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