+169.7%
EXE vs CBOE
+228.2%
-58.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.8% |
| 7D | -3.1% | -5.8% | +2.7% | -2.4% |
| 30D | -0.9% | -3.1% | +2.2% | -0.6% |
| 3M | +9.6% | -4.8% | +14.3% | +9.8% |
| 6M | -11.6% | -0.6% | -11.0% | -12.3% |
| YTD | -12.6% | +12.8% | -25.4% | -15.1% |
| 1Y | +1.2% | +19.8% | -18.6% | -2.8% |
| 3Y | +18.0% | +86.9% | -68.9% | +2.3% |
| 5Y | +101.1% | +136.5% | -35.4% | +61.3% |
| All | +169.7% | +228.2% | -58.4% | +119.7% |
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