+301.7%
ELF vs CBOE
+524.9%
-223.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.8% | +2.1% | +3.5% |
| 7D | +1.6% | +6.3% | -4.7% | +0.1% |
| 30D | +9.1% | +24.9% | -15.8% | +3.0% |
| 3M | +28.2% | +28.5% | -0.3% | +19.7% |
| 6M | +119.5% | +2.9% | +116.7% | +115.9% |
| YTD | +55.2% | +50.7% | +4.5% | +35.6% |
| 1Y | +58.6% | +45.5% | +13.1% | +39.9% |
| 3Y | +21.3% | +116.3% | -95.1% | -10.5% |
| 5Y | +276.2% | +204.3% | +71.9% | +133.9% |
| All | +301.7% | +524.9% | -223.2% | +121.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling