+35.1%
ELV vs CBOE
+29.2%
+5.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | +3.3% | -3.6% | +6.9% | +3.4% |
| 30D | +4.2% | +5.1% | -0.9% | +4.1% |
| 3M | -0.1% | +4.6% | -4.7% | -1.1% |
| 6M | +41.3% | -0.3% | +41.5% | +40.3% |
| YTD | +17.4% | +19.8% | -2.3% | +19.5% |
| 1Y | +35.1% | +28.4% | +6.7% | +42.0% |
| All | +35.1% | +29.2% | +5.9% | +42.0% |
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