+1,031.0%
CBOE vs XPO
+10,224.4%
-9,193.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.2% |
| 7D | -0.8% | -0.9% | +0.2% | -0.7% |
| 30D | +2.7% | -8.1% | +10.8% | +3.4% |
| 3M | +0.7% | -19.0% | +19.8% | +2.3% |
| 6M | -2.0% | -5.2% | +3.2% | -1.9% |
| YTD | +17.1% | +35.6% | -18.4% | +13.3% |
| 1Y | +26.5% | +41.1% | -14.6% | +21.6% |
| 3Y | +96.1% | +157.9% | -61.8% | +72.7% |
| 5Y | +149.3% | +265.6% | -116.3% | +106.1% |
| 10Y | +386.5% | +1,516.8% | -1,130.3% | +244.9% |
| All | +1,031.0% | +10,224.4% | -9,193.4% | +637.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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