+156.3%
ECL vs CBOE
+368.5%
-212.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.3% |
| 7D | -1.1% | -5.8% | +4.7% | +0.5% |
| 30D | -0.8% | -3.1% | +2.3% | -0.2% |
| 3M | +5.0% | -4.8% | +9.8% | +5.6% |
| 6M | +0.2% | -0.6% | +0.8% | -1.6% |
| YTD | +5.8% | +12.8% | -7.0% | -0.5% |
| 1Y | +1.5% | +19.8% | -18.2% | -6.5% |
| 3Y | +55.0% | +86.9% | -32.0% | +20.1% |
| 5Y | +29.3% | +136.5% | -107.3% | -9.2% |
| All | +156.3% | +368.5% | -212.2% | +52.8% |
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