+60.8%
EWZ vs CBOE
+521.7%
-460.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.8% | -2.3% |
| 7D | +1.3% | +6.0% | -4.6% | -0.2% |
| 30D | -26.2% | +19.9% | -46.1% | -29.7% |
| 3M | -8.6% | +28.4% | -37.0% | -14.9% |
| 6M | -17.0% | +5.2% | -22.2% | -19.0% |
| YTD | +2.2% | +46.4% | -44.3% | -10.7% |
| 1Y | +2.7% | +41.8% | -39.1% | -9.4% |
| 3Y | +18.2% | +114.4% | -96.2% | -12.0% |
| 5Y | +56.0% | +202.9% | -146.9% | -0.6% |
| 10Y | +60.8% | +511.3% | -450.5% | -12.3% |
| All | +60.8% | +521.7% | -460.9% | -12.3% |
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 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