+182.1%
EXC vs CBOE
+1,045.3%
-863.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | +0.3% | -3.6% | +3.9% | +1.1% |
| 30D | -3.7% | +5.1% | -8.8% | -5.0% |
| 3M | -1.3% | +4.6% | -5.9% | -2.9% |
| 6M | -9.7% | -0.3% | -9.4% | -10.7% |
| YTD | +2.9% | +19.8% | -16.9% | -3.0% |
| 1Y | +4.4% | +28.4% | -24.0% | -3.4% |
| 3Y | +22.2% | +104.1% | -81.9% | -0.1% |
| 5Y | +46.7% | +150.9% | -104.2% | +12.7% |
| 10Y | +155.3% | +393.5% | -238.2% | +72.2% |
| All | +182.1% | +1,045.3% | -863.2% | +56.0% |
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 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