+996.5%
CSX vs CBOE
+1,045.3%
-48.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.4% | -3.6% | +0.2% | -2.5% |
| 30D | -3.1% | +5.1% | -8.2% | -4.6% |
| 3M | +7.2% | +4.6% | +2.6% | +5.0% |
| 6M | +16.2% | -0.3% | +16.4% | +14.2% |
| YTD | +37.5% | +19.8% | +17.8% | +27.5% |
| 1Y | +53.2% | +28.4% | +24.9% | +38.8% |
| 3Y | +68.2% | +104.1% | -35.9% | +27.4% |
| 5Y | +65.2% | +150.9% | -85.7% | +14.7% |
| 10Y | +504.1% | +393.5% | +110.6% | +219.0% |
| All | +996.5% | +1,045.3% | -48.8% | +270.7% |
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