+22.1%
EMR vs CBOE
+6.4%
+15.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | +0.4% |
| 7D | +2.8% | +6.3% | -3.4% | +4.0% |
| 30D | +3.7% | +24.9% | -21.3% | +8.0% |
| 3M | +2.0% | +28.5% | -26.4% | +7.2% |
| 6M | +22.1% | +2.9% | +19.2% | +29.3% |
| All | +22.1% | +6.4% | +15.7% | +29.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling