+199.0%
EXC vs CBOE
+1,341.0%
-1,142.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.0% |
| 7D | +1.4% | +6.3% | -4.9% | 0.0% |
| 30D | +8.6% | +24.9% | -16.4% | +3.0% |
| 3M | +2.4% | +28.5% | -26.1% | -3.8% |
| 6M | +6.5% | +2.9% | +3.6% | +4.8% |
| YTD | +9.0% | +50.7% | -41.6% | -2.8% |
| 1Y | +4.6% | +45.5% | -40.9% | -6.0% |
| 3Y | +33.5% | +116.3% | -82.8% | +7.8% |
| 5Y | +41.4% | +204.3% | -162.9% | +3.7% |
| 10Y | +204.3% | +526.3% | -322.0% | +93.8% |
| All | +199.0% | +1,341.0% | -1,142.1% | +56.2% |
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