+313.8%
ELF vs CBOE
+383.3%
-69.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.4% | -3.6% | +9.0% | +6.2% |
| 30D | +27.0% | +5.1% | +21.9% | +25.1% |
| 3M | +113.2% | +4.6% | +108.6% | +108.9% |
| 6M | +36.6% | -0.3% | +36.8% | +34.3% |
| YTD | +44.2% | +19.8% | +24.5% | +34.3% |
| 1Y | -18.0% | +28.4% | -46.3% | -25.5% |
| 3Y | -19.9% | +104.1% | -124.0% | -41.3% |
| 5Y | +257.7% | +150.9% | +106.8% | +135.9% |
| All | +313.8% | +383.3% | -69.4% | +166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling