+482.4%
CSX vs CBOE
+385.3%
+97.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | +0.6% | -4.6% | +5.3% | +1.8% |
| 30D | -2.3% | +2.6% | -4.9% | -3.1% |
| 3M | +4.3% | +4.9% | -0.6% | +2.3% |
| 6M | +23.4% | -2.2% | +25.5% | +22.0% |
| YTD | +36.4% | +17.7% | +18.7% | +27.3% |
| 1Y | +53.0% | +26.1% | +27.0% | +39.7% |
| 3Y | +70.6% | +97.1% | -26.5% | +30.1% |
| 5Y | +65.5% | +149.2% | -83.7% | +13.6% |
| 10Y | +482.4% | +385.1% | +97.3% | +192.1% |
| All | +482.4% | +385.3% | +97.1% | +192.1% |
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