+687.0%
ECL vs CBOE
+1,341.0%
-654.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.2% |
| 7D | +2.9% | +6.3% | -3.4% | +1.3% |
| 30D | +7.5% | +24.9% | -17.5% | +1.6% |
| 3M | +12.2% | +28.5% | -16.2% | +5.0% |
| 6M | +24.6% | +2.9% | +21.7% | +22.5% |
| YTD | +18.8% | +50.7% | -31.9% | +4.5% |
| 1Y | +19.3% | +45.5% | -26.1% | +6.0% |
| 3Y | +78.2% | +116.3% | -38.1% | +39.2% |
| 5Y | +38.8% | +204.3% | -165.5% | -3.1% |
| 10Y | +197.8% | +526.3% | -328.5% | +69.3% |
| All | +687.0% | +1,341.0% | -654.0% | +245.3% |
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