+347.2%
ELF vs CBOE
+490.9%
-143.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -1.5% |
| 7D | +6.3% | +6.0% | +0.3% | +4.8% |
| 30D | +8.5% | +19.9% | -11.4% | +3.6% |
| 3M | +24.4% | +28.4% | -3.9% | +16.3% |
| 6M | +94.7% | +5.2% | +89.6% | +90.2% |
| YTD | +55.9% | +46.4% | +9.4% | +37.7% |
| 1Y | +48.4% | +41.8% | +6.6% | +32.3% |
| 3Y | +24.6% | +114.4% | -89.8% | -7.3% |
| 5Y | +285.0% | +202.9% | +82.1% | +142.5% |
| 10Y | +357.2% | +511.3% | -154.1% | +184.4% |
| All | +347.2% | +490.9% | -143.7% | +173.6% |
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