+192.7%
EXC vs CBOE
+514.1%
-321.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.9% | +4.5% | -6.4% | -3.2% |
| 30D | +7.8% | +26.2% | -18.5% | +0.4% |
| 3M | +1.9% | +27.1% | -25.3% | -5.8% |
| 6M | +3.4% | +4.2% | -0.8% | +1.0% |
| YTD | +7.6% | +48.0% | -40.5% | -7.2% |
| 1Y | +2.1% | +42.4% | -40.3% | -10.8% |
| 3Y | +29.6% | +116.8% | -87.2% | -3.5% |
| 5Y | +39.5% | +199.0% | -159.5% | -9.0% |
| All | +192.7% | +514.1% | -321.4% | +51.4% |
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