-35.8%
EFX vs CBOE
+136.7%
-172.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.0% |
| 7D | -4.5% | -5.8% | +1.3% | -3.6% |
| 30D | -6.1% | -3.1% | -2.9% | -5.7% |
| 3M | +6.2% | -4.8% | +11.0% | +6.7% |
| 6M | -11.2% | -0.6% | -10.7% | -12.9% |
| YTD | -21.4% | +12.8% | -34.2% | -25.3% |
| 1Y | -34.3% | +19.8% | -54.1% | -38.6% |
| 3Y | -12.5% | +86.9% | -99.5% | -32.2% |
| All | -35.8% | +136.7% | -172.5% | -56.9% |
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