+428.3%
EWY vs CBOE
+1,020.3%
-592.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +6.7% | -0.8% | +7.4% | +6.8% |
| 30D | +17.0% | +2.7% | +14.3% | +16.3% |
| 3M | +3.7% | +0.7% | +2.9% | +2.7% |
| 6M | +42.5% | -2.0% | +44.5% | +40.9% |
| YTD | +96.2% | +17.1% | +79.1% | +86.5% |
| 1Y | +160.4% | +26.5% | +133.9% | +142.9% |
| 3Y | +231.7% | +96.1% | +135.5% | +173.7% |
| 5Y | +153.3% | +149.3% | +4.0% | +94.3% |
| 10Y | +308.8% | +386.5% | -77.7% | +154.6% |
| All | +428.3% | +1,020.3% | -592.0% | +124.3% |
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 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