+352.8%
ED vs CBOE
+1,045.3%
-692.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.2% | -3.6% | +3.4% | +0.4% |
| 30D | -0.1% | +5.1% | -5.2% | -1.1% |
| 3M | +3.9% | +4.6% | -0.7% | +2.7% |
| 6M | -3.0% | -0.3% | -2.8% | -3.8% |
| YTD | +10.7% | +19.8% | -9.1% | +6.1% |
| 1Y | +13.3% | +28.4% | -15.0% | +7.2% |
| 3Y | +34.5% | +104.1% | -69.6% | +16.8% |
| 5Y | +67.1% | +150.9% | -83.8% | +39.2% |
| 10Y | +103.0% | +393.5% | -290.4% | +52.4% |
| All | +352.8% | +1,045.3% | -692.5% | +190.4% |
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