+82.6%
ED vs CBOE
+202.6%
-120.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.1% |
| 7D | +2.1% | +6.3% | -4.2% | +0.9% |
| 30D | +10.4% | +24.9% | -14.5% | +6.0% |
| 3M | +12.5% | +28.5% | -15.9% | +7.4% |
| 6M | +14.9% | +2.9% | +12.0% | +14.5% |
| YTD | +24.8% | +50.7% | -25.8% | +13.2% |
| 1Y | +23.8% | +45.5% | -21.6% | +13.3% |
| 3Y | +51.6% | +116.3% | -64.7% | +26.6% |
| All | +82.6% | +202.6% | -120.1% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling