+58.6%
ELF vs CBOE
+44.9%
+13.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.8% | +2.1% | +3.9% |
| 7D | +1.6% | +6.3% | -4.7% | +1.7% |
| 30D | +9.1% | +24.9% | -15.8% | +9.2% |
| 3M | +28.2% | +28.5% | -0.3% | +28.3% |
| 6M | +119.5% | +2.9% | +116.7% | +111.0% |
| YTD | +55.2% | +50.7% | +4.5% | +54.3% |
| 1Y | +58.6% | +45.5% | +13.1% | +58.3% |
| All | +58.6% | +44.9% | +13.7% | +58.3% |
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