+279.2%
EOG vs CBOE
+1,025.9%
-746.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | -2.0% | -4.6% | +2.6% | -0.8% |
| 30D | +7.9% | +2.6% | +5.2% | +6.9% |
| 3M | +4.5% | +4.9% | -0.4% | +2.6% |
| 6M | +12.3% | -2.2% | +14.5% | +11.5% |
| YTD | +41.9% | +17.7% | +24.1% | +33.5% |
| 1Y | +27.8% | +26.1% | +1.8% | +17.7% |
| 3Y | +21.8% | +97.1% | -75.3% | -4.9% |
| 5Y | +174.0% | +149.2% | +24.8% | +95.1% |
| 10Y | +110.4% | +385.1% | -274.7% | +16.8% |
| All | +279.2% | +1,025.9% | -746.7% | +23.6% |
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