+1,330.6%
CBOE vs EXR
+1,775.1%
-444.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +6.9% | -1.1% | +8.1% | +7.2% |
| 30D | +24.1% | +18.8% | +5.4% | +19.0% |
| 3M | +30.9% | +9.9% | +21.0% | +27.8% |
| 6M | +5.9% | +12.6% | -6.8% | +2.6% |
| YTD | +48.2% | +26.5% | +21.7% | +39.1% |
| 1Y | +43.5% | +24.5% | +19.0% | +35.2% |
| 3Y | +117.0% | +52.4% | +64.6% | +88.4% |
| 5Y | +203.4% | -1.5% | +204.9% | +193.0% |
| 10Y | +515.9% | +216.0% | +300.0% | +302.1% |
| All | +1,330.6% | +1,775.1% | -444.5% | +376.4% |
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