+626.9%
CEG vs CBOE
+157.5%
+469.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | +1.3% | -0.8% | +2.1% | +1.3% |
| 30D | +8.8% | +2.7% | +6.2% | +8.9% |
| 3M | +17.0% | +0.7% | +16.3% | +17.2% |
| 6M | -8.7% | -2.0% | -6.7% | -8.2% |
| YTD | -16.4% | +17.1% | -33.6% | -16.0% |
| 1Y | -1.8% | +26.5% | -28.3% | -1.5% |
| 3Y | +175.8% | +96.1% | +79.7% | +143.7% |
| All | +626.9% | +157.5% | +469.4% | +447.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling