-65.8%
ETSY vs CBOE
+136.7%
-202.4%
-86.3%
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% | +2.2% |
| 7D | -4.9% | -5.8% | +0.9% | -3.3% |
| 30D | -8.6% | -3.1% | -5.5% | -7.9% |
| 3M | +4.8% | -4.8% | +9.5% | +5.8% |
| 6M | +38.1% | -0.6% | +38.7% | +34.4% |
| YTD | +31.2% | +12.8% | +18.4% | +21.1% |
| 1Y | +22.1% | +19.8% | +2.3% | +9.6% |
| 3Y | +12.2% | +86.9% | -74.7% | -28.2% |
| All | -65.8% | +136.7% | -202.4% | -83.6% |
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 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