+338.3%
ELF vs CBOE
+472.2%
-133.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.7% | +5.7% |
| 7D | +4.0% | +5.3% | -1.3% | +2.6% |
| 30D | +10.6% | +25.5% | -14.9% | +4.4% |
| 3M | +25.8% | +22.5% | +3.3% | +19.0% |
| 6M | +89.1% | +2.6% | +86.5% | +85.7% |
| YTD | +52.7% | +41.8% | +11.0% | +36.0% |
| 1Y | +51.7% | +40.9% | +10.9% | +35.3% |
| 3Y | +14.2% | +108.7% | -94.5% | -14.5% |
| 5Y | +270.7% | +181.4% | +89.3% | +139.4% |
| 10Y | +341.9% | +531.6% | -189.6% | +188.4% |
| All | +338.3% | +472.2% | -133.9% | +170.3% |
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 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