-2.7%
CEG vs CBOE
+29.2%
-31.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +8.0% | -3.6% | +11.6% | +7.5% |
| 30D | +12.9% | +5.1% | +7.9% | +13.9% |
| 3M | +13.2% | +4.6% | +8.6% | +14.5% |
| 6M | -7.0% | -0.3% | -6.7% | -4.0% |
| YTD | -15.0% | +19.8% | -34.7% | -3.2% |
| 1Y | -2.7% | +28.4% | -31.1% | +16.3% |
| All | -2.7% | +29.2% | -31.9% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling