-3.1%
EWZ vs CBOE
+1,256.0%
-1,259.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.5% | +5.3% | -6.8% | -2.8% |
| 30D | -24.5% | +25.5% | -50.0% | -28.9% |
| 3M | -10.7% | +22.5% | -33.2% | -15.6% |
| 6M | -19.1% | +2.6% | -21.7% | -20.6% |
| YTD | +1.6% | +41.8% | -40.2% | -9.6% |
| 1Y | +4.3% | +40.9% | -36.6% | -7.1% |
| 3Y | +19.0% | +108.7% | -89.8% | -7.9% |
| 5Y | +57.7% | +181.4% | -123.7% | +9.2% |
| 10Y | +51.3% | +531.6% | -480.2% | -18.5% |
| All | -3.1% | +1,256.0% | -1,259.1% | -61.8% |
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