+443.2%
EMR vs CBOE
+1,341.0%
-897.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | -0.4% |
| 7D | +2.8% | +6.3% | -3.4% | +1.3% |
| 30D | +3.7% | +24.9% | -21.3% | -2.1% |
| 3M | +2.0% | +28.5% | -26.4% | -4.7% |
| 6M | +22.1% | +2.9% | +19.2% | +19.9% |
| YTD | +27.2% | +50.7% | -23.4% | +11.2% |
| 1Y | +32.0% | +45.5% | -13.5% | +16.5% |
| 3Y | +103.3% | +116.3% | -13.1% | +53.8% |
| 5Y | +88.2% | +204.3% | -116.1% | +24.7% |
| 10Y | +280.4% | +526.3% | -245.9% | +91.5% |
| All | +443.2% | +1,341.0% | -897.8% | +83.8% |
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