+104.9%
EXE vs CBOE
+148.7%
-43.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -2.7% | -0.8% | -2.0% | -2.6% |
| 30D | -0.4% | +2.7% | -3.1% | -0.8% |
| 3M | +9.5% | +0.7% | +8.8% | +8.9% |
| 6M | -9.3% | -2.0% | -7.4% | -9.8% |
| YTD | -10.9% | +17.1% | -28.0% | -14.3% |
| 1Y | +4.3% | +26.5% | -22.2% | -1.1% |
| 3Y | +18.8% | +96.1% | -77.3% | -0.7% |
| All | +104.9% | +148.7% | -43.8% | +58.3% |
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