+23.6%
EOG vs CBOE
+29.2%
-5.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.3% | -3.6% | +4.9% | +1.6% |
| 30D | +8.2% | +5.1% | +3.1% | +7.4% |
| 3M | +3.8% | +4.6% | -0.8% | +2.9% |
| 6M | +15.3% | -0.3% | +15.6% | +14.5% |
| YTD | +41.7% | +19.8% | +22.0% | +39.4% |
| 1Y | +23.6% | +28.4% | -4.8% | +19.8% |
| All | +23.6% | +29.2% | -5.6% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling