-27.9%
ELF vs CBOE
+26.0%
-54.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.1% |
| 7D | -6.8% | -0.8% | -6.0% | -6.8% |
| 30D | +5.1% | +2.7% | +2.4% | +5.2% |
| 3M | +79.8% | +0.7% | +79.1% | +77.6% |
| 6M | +29.7% | -2.0% | +31.7% | +29.0% |
| YTD | +31.6% | +17.1% | +14.5% | +35.6% |
| 1Y | -27.9% | +26.5% | -54.4% | -23.3% |
| All | -27.9% | +26.0% | -54.0% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling