+828.8%
ELV vs CBOE
+1,020.3%
-191.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -2.2% | -0.8% | -1.4% | -2.0% |
| 30D | -0.2% | +2.7% | -2.9% | -1.1% |
| 3M | -6.1% | +0.7% | -6.8% | -7.0% |
| 6M | +42.8% | -2.0% | +44.8% | +41.3% |
| YTD | +14.4% | +17.1% | -2.8% | +6.9% |
| 1Y | +28.6% | +26.5% | +2.1% | +17.0% |
| 3Y | -7.4% | +96.1% | -103.5% | -28.5% |
| 5Y | +14.5% | +149.3% | -134.8% | -19.6% |
| 10Y | +257.4% | +386.5% | -129.1% | +101.0% |
| All | +828.8% | +1,020.3% | -191.6% | +259.8% |
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