+395.0%
EMR vs CBOE
+1,025.9%
-631.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | +3.1% | -4.6% | +7.7% | +4.3% |
| 30D | -3.5% | +2.6% | -6.2% | -4.3% |
| 3M | +9.8% | +4.9% | +4.8% | +7.3% |
| 6M | +10.8% | -2.2% | +12.9% | +9.3% |
| YTD | +15.9% | +17.7% | -1.8% | +8.2% |
| 1Y | +16.4% | +26.1% | -9.6% | +6.2% |
| 3Y | +62.1% | +97.1% | -35.0% | +23.9% |
| 5Y | +62.9% | +149.2% | -86.3% | +13.3% |
| 10Y | +267.8% | +385.1% | -117.3% | +98.0% |
| All | +395.0% | +1,025.9% | -631.0% | +78.9% |
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