+416.4%
CSX vs CBOE
+520.8%
-104.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.3% |
| 7D | -0.3% | +6.9% | -7.2% | -1.9% |
| 30D | +8.7% | +24.1% | -15.5% | +2.8% |
| 3M | +4.2% | +30.9% | -26.7% | -3.1% |
| 6M | +16.7% | +5.9% | +10.8% | +13.9% |
| YTD | +44.5% | +48.2% | -3.7% | +26.9% |
| 1Y | +50.3% | +43.5% | +6.8% | +33.3% |
| 3Y | +76.3% | +117.0% | -40.7% | +33.3% |
| 5Y | +58.1% | +203.4% | -145.2% | +3.7% |
| 10Y | +416.4% | +515.9% | -99.5% | +159.1% |
| All | +416.4% | +520.8% | -104.4% | +159.1% |
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