+1,020.3%
CSX vs CBOE
+1,254.1%
-233.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | -2.2% | +1.0% | -3.2% | -2.5% |
| 30D | +6.8% | +16.0% | -9.2% | +2.3% |
| 3M | +0.7% | +23.4% | -22.7% | -5.6% |
| 6M | +13.3% | +1.7% | +11.6% | +11.2% |
| YTD | +40.5% | +41.6% | -1.1% | +23.9% |
| 1Y | +44.7% | +38.5% | +6.2% | +28.3% |
| 3Y | +74.5% | +105.7% | -31.2% | +33.1% |
| 5Y | +52.0% | +185.4% | -133.4% | +1.8% |
| 10Y | +412.6% | +504.1% | -91.4% | +154.8% |
| All | +1,020.3% | +1,254.1% | -233.8% | +260.1% |
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 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