+180.6%
EQT vs CBOE
+1,003.5%
-822.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | -1.2% | -3.7% | +2.5% | -0.4% |
| 30D | +1.1% | +2.0% | -0.9% | +0.6% |
| 3M | +4.8% | -4.2% | +9.0% | +5.2% |
| 6M | -10.6% | +1.2% | -11.8% | -11.8% |
| YTD | +3.4% | +15.4% | -11.9% | -1.0% |
| 1Y | +8.7% | +23.5% | -14.8% | +2.4% |
| 3Y | +35.0% | +93.2% | -58.2% | +13.3% |
| 5Y | +204.2% | +142.0% | +62.3% | +140.3% |
| 10Y | +52.5% | +379.2% | -326.7% | -3.8% |
| All | +180.6% | +1,003.5% | -822.9% | +11.1% |
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 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