+578.8%
EFX vs CBOE
+1,025.9%
-447.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.6% |
| 7D | -7.8% | -4.6% | -3.2% | -6.7% |
| 30D | -5.7% | +2.6% | -8.4% | -6.5% |
| 3M | +2.5% | +4.9% | -2.4% | +0.6% |
| 6M | -16.7% | -2.2% | -14.5% | -17.5% |
| YTD | -20.2% | +17.7% | -37.9% | -25.1% |
| 1Y | -31.4% | +26.1% | -57.5% | -36.9% |
| 3Y | -10.5% | +97.1% | -107.6% | -29.3% |
| 5Y | -35.2% | +149.2% | -184.4% | -52.7% |
| 10Y | +40.2% | +385.1% | -344.9% | -17.9% |
| All | +578.8% | +1,025.9% | -447.1% | +186.9% |
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 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