+92.6%
EWZ vs CBOE
+385.3%
-292.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -0.1% | -0.8% | +0.7% | +0.1% |
| 30D | +8.2% | +2.7% | +5.5% | +7.2% |
| 3M | +13.3% | +0.7% | +12.6% | +12.2% |
| 6M | +3.6% | -2.0% | +5.6% | +2.3% |
| YTD | +21.0% | +17.1% | +3.8% | +12.6% |
| 1Y | +34.7% | +26.5% | +8.2% | +22.1% |
| 3Y | +48.3% | +96.1% | -47.8% | +11.9% |
| 5Y | +60.1% | +149.3% | -89.2% | +8.1% |
| 10Y | +92.6% | +386.5% | -293.9% | +19.0% |
| All | +92.6% | +385.3% | -292.8% | +19.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling