+273.0%
EMR vs CBOE
+368.5%
-95.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.1% |
| 7D | -0.4% | -5.8% | +5.4% | +0.9% |
| 30D | -6.8% | -3.1% | -3.6% | -6.2% |
| 3M | +7.5% | -4.8% | +12.2% | +7.9% |
| 6M | +9.9% | -0.6% | +10.4% | +7.8% |
| YTD | +16.0% | +12.8% | +3.2% | +9.5% |
| 1Y | +12.4% | +19.8% | -7.3% | +4.1% |
| 3Y | +60.2% | +86.9% | -26.7% | +23.0% |
| 5Y | +67.9% | +136.5% | -68.7% | +15.9% |
| All | +273.0% | +368.5% | -95.5% | +94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling