+427.3%
CSX vs CBOE
+526.4%
-99.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.4% | -3.4% |
| 7D | -5.5% | +5.3% | -10.8% | -6.8% |
| 30D | +4.9% | +25.5% | -20.5% | -1.1% |
| 3M | -2.9% | +22.5% | -25.4% | -8.2% |
| 6M | +8.3% | +2.6% | +5.7% | +6.5% |
| YTD | +36.7% | +41.8% | -5.0% | +21.3% |
| 1Y | +41.5% | +40.9% | +0.6% | +25.7% |
| 3Y | +68.6% | +108.7% | -40.1% | +28.2% |
| 5Y | +48.4% | +181.4% | -133.0% | -0.9% |
| All | +427.3% | +526.4% | -99.1% | +128.4% |
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