+593.0%
CEG vs CBOE
+231.3%
+361.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -0.7% |
| 7D | +12.1% | +6.3% | +5.8% | +12.5% |
| 30D | +0.2% | +24.9% | -24.7% | +1.3% |
| 3M | +0.7% | +28.5% | -27.7% | +2.0% |
| 6M | +2.2% | +2.9% | -0.6% | +4.0% |
| YTD | -20.3% | +50.7% | -71.0% | -18.9% |
| 1Y | -16.1% | +45.5% | -61.6% | -14.5% |
| 3Y | +134.7% | +116.3% | +18.3% | +124.5% |
| All | +593.0% | +231.3% | +361.8% | +428.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling