+35.8%
EQT vs CBOE
+93.5%
-57.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.6% |
| 7D | -1.2% | -3.7% | +2.5% | -1.1% |
| 30D | +1.1% | +2.0% | -0.9% | +1.1% |
| 3M | +4.8% | -4.2% | +9.0% | +4.4% |
| 6M | -10.6% | +1.2% | -11.8% | -10.5% |
| YTD | +3.4% | +15.4% | -11.9% | +3.6% |
| 1Y | +8.7% | +23.5% | -14.8% | +8.9% |
| All | +35.8% | +93.5% | -57.6% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling