+277.7%
ELF vs CBOE
+372.7%
-95.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | -6.8% | -0.8% | -6.0% | -6.6% |
| 30D | +5.1% | +2.7% | +2.4% | +4.1% |
| 3M | +79.8% | +0.7% | +79.1% | +77.8% |
| 6M | +29.7% | -2.0% | +31.7% | +28.1% |
| YTD | +31.6% | +17.1% | +14.5% | +23.2% |
| 1Y | -27.9% | +26.5% | -54.4% | -34.3% |
| 3Y | -26.4% | +96.1% | -122.6% | -45.4% |
| 5Y | +235.6% | +149.3% | +86.3% | +121.2% |
| All | +277.7% | +372.7% | -95.1% | +144.8% |
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