+55.3%
EWZ vs CBOE
+179.4%
-124.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.5% | +5.3% | -6.8% | -1.9% |
| 30D | -24.5% | +25.5% | -50.0% | -25.8% |
| 3M | -10.7% | +22.5% | -33.2% | -12.2% |
| 6M | -19.1% | +2.6% | -21.7% | -19.4% |
| YTD | +1.6% | +41.8% | -40.2% | -2.7% |
| 1Y | +4.3% | +40.9% | -36.6% | 0.0% |
| 3Y | +19.0% | +108.7% | -89.8% | +4.2% |
| All | +55.3% | +179.4% | -124.1% | +23.2% |
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