+410.7%
ED vs CBOE
+1,341.0%
-930.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.1% |
| 7D | +2.1% | +6.3% | -4.2% | +1.0% |
| 30D | +10.4% | +24.9% | -14.5% | +6.2% |
| 3M | +12.5% | +28.5% | -15.9% | +7.5% |
| 6M | +14.9% | +2.9% | +12.0% | +13.7% |
| YTD | +24.8% | +50.7% | -25.8% | +14.8% |
| 1Y | +23.8% | +45.5% | -21.6% | +14.6% |
| 3Y | +51.6% | +116.3% | -64.7% | +30.2% |
| 5Y | +86.4% | +204.3% | -117.9% | +50.0% |
| 10Y | +145.4% | +526.3% | -380.9% | +76.6% |
| All | +410.7% | +1,341.0% | -930.4% | +214.2% |
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