+166.2%
EOG vs CBOE
+136.7%
+29.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.1% |
| 7D | +1.5% | -5.8% | +7.3% | +2.0% |
| 30D | +2.9% | -3.1% | +6.1% | +3.1% |
| 3M | +8.7% | -4.8% | +13.5% | +8.8% |
| 6M | +12.9% | -0.6% | +13.5% | +12.6% |
| YTD | +43.8% | +12.8% | +31.0% | +42.2% |
| 1Y | +27.1% | +19.8% | +7.3% | +25.1% |
| 3Y | +25.9% | +86.9% | -61.0% | +13.3% |
| All | +166.2% | +136.7% | +29.6% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling