+245.2%
ELF vs CBOE
+151.5%
+93.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.8% |
| 7D | -1.2% | -4.6% | +3.5% | -1.1% |
| 30D | +5.9% | +2.6% | +3.3% | +5.8% |
| 3M | +99.5% | +4.9% | +94.6% | +98.3% |
| 6M | +26.5% | -2.2% | +28.7% | +26.0% |
| YTD | +37.2% | +17.7% | +19.5% | +35.3% |
| 1Y | -24.4% | +26.1% | -50.5% | -25.8% |
| 3Y | -23.3% | +97.1% | -120.4% | -35.3% |
| 5Y | +245.2% | +149.2% | +96.0% | +150.1% |
| All | +245.2% | +151.5% | +93.6% | +150.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling