-2.4%
ELV vs CBOE
+89.1%
-91.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.7% | +9.2% | +5.6% |
| 7D | +2.8% | -5.8% | +8.6% | +3.0% |
| 30D | +4.9% | -3.1% | +8.1% | +5.0% |
| 3M | +4.9% | -4.8% | +9.7% | +4.5% |
| 6M | +45.1% | -0.6% | +45.6% | +44.3% |
| YTD | +20.7% | +12.8% | +7.9% | +19.3% |
| 1Y | +35.0% | +19.8% | +15.3% | +33.1% |
| 3Y | -2.4% | +86.9% | -89.4% | -5.8% |
| All | -2.4% | +89.1% | -91.6% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling