+95.3%
EWZ vs CBOE
+387.8%
-292.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.4% |
| 7D | +5.6% | -4.6% | +10.2% | +6.8% |
| 30D | +9.3% | +2.6% | +6.6% | +8.2% |
| 3M | +15.7% | +4.9% | +10.8% | +13.2% |
| 6M | +7.4% | -2.2% | +9.6% | +6.1% |
| YTD | +22.7% | +17.7% | +5.0% | +14.1% |
| 1Y | +36.4% | +26.1% | +10.3% | +23.8% |
| 3Y | +50.4% | +97.1% | -46.7% | +13.3% |
| 5Y | +67.6% | +149.2% | -81.5% | +13.3% |
| All | +95.3% | +387.8% | -292.5% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling