+607.3%
CEG vs CBOE
+153.7%
+453.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.7% |
| 7D | +0.3% | -3.7% | +4.0% | +0.2% |
| 30D | +2.9% | +2.0% | +0.9% | +3.0% |
| 3M | +18.2% | -4.2% | +22.5% | +18.5% |
| 6M | -9.5% | +1.2% | -10.7% | -9.1% |
| YTD | -18.7% | +15.4% | -34.1% | -18.3% |
| 1Y | -10.1% | +23.5% | -33.6% | -9.9% |
| 3Y | +168.3% | +93.2% | +75.2% | +137.0% |
| All | +607.3% | +153.7% | +453.7% | +432.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling