+46.2%
EXC vs CBOE
+151.5%
-105.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.0% |
| 7D | +1.2% | -4.6% | +5.9% | +2.1% |
| 30D | -2.7% | +2.6% | -5.4% | -3.3% |
| 3M | -1.0% | +4.9% | -5.9% | -2.3% |
| 6M | -9.3% | -2.2% | -7.1% | -9.8% |
| YTD | +3.6% | +17.7% | -14.1% | -1.6% |
| 1Y | +5.9% | +26.1% | -20.2% | -1.2% |
| 3Y | +21.3% | +97.1% | -75.8% | +1.4% |
| 5Y | +46.2% | +149.2% | -103.0% | +14.0% |
| All | +46.2% | +151.5% | -105.3% | +14.0% |
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