+14.8%
EWZ vs CBOE
+1,045.3%
-1,030.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | -3.6% | +10.1% | +7.4% |
| 30D | +4.8% | +5.1% | -0.2% | +3.3% |
| 3M | +9.9% | +4.6% | +5.3% | +7.8% |
| 6M | +1.9% | -0.3% | +2.2% | +0.3% |
| YTD | +20.3% | +19.8% | +0.6% | +12.0% |
| 1Y | +35.6% | +28.4% | +7.3% | +23.5% |
| 3Y | +43.4% | +104.1% | -60.7% | +10.6% |
| 5Y | +55.9% | +150.9% | -95.0% | +10.9% |
| 10Y | +84.2% | +393.5% | -309.3% | +5.8% |
| All | +14.8% | +1,045.3% | -1,030.6% | -52.7% |
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