+39.5%
EXC vs CBOE
+201.6%
-162.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.9% | +4.5% | -6.4% | -2.7% |
| 30D | +7.8% | +26.2% | -18.5% | +3.2% |
| 3M | +1.9% | +27.1% | -25.3% | -2.8% |
| 6M | +3.4% | +4.2% | -0.8% | +2.6% |
| YTD | +7.6% | +48.0% | -40.5% | -2.4% |
| 1Y | +2.1% | +42.4% | -40.3% | -6.4% |
| 3Y | +29.6% | +116.8% | -87.2% | +6.5% |
| 5Y | +39.5% | +199.0% | -159.5% | +4.4% |
| All | +39.5% | +201.6% | -162.1% | +4.4% |
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 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