+72.2%
EQX vs CBOE
+136.7%
-64.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +1.7% |
| 7D | -3.2% | -5.8% | +2.6% | -2.9% |
| 30D | +7.8% | -3.1% | +10.9% | +7.9% |
| 3M | +21.3% | -4.8% | +26.1% | +21.5% |
| 6M | -22.4% | -0.6% | -21.9% | -23.0% |
| YTD | -11.3% | +12.8% | -24.1% | -14.0% |
| 1Y | +13.5% | +19.8% | -6.3% | +9.0% |
| 3Y | +162.1% | +86.9% | +75.2% | +134.1% |
| All | +72.2% | +136.7% | -64.4% | +44.1% |
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