+178.5%
EXE vs CBOE
+248.4%
-69.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | -3.6% | +3.4% | +0.2% |
| 30D | +8.5% | +5.1% | +3.4% | +7.7% |
| 3M | +5.5% | +4.6% | +0.9% | +4.4% |
| 6M | -5.9% | -0.3% | -5.6% | -6.5% |
| YTD | -9.7% | +19.8% | -29.5% | -13.0% |
| 1Y | +3.6% | +28.4% | -24.8% | -1.4% |
| 3Y | +18.0% | +104.1% | -86.1% | +0.8% |
| 5Y | +109.4% | +150.9% | -41.5% | +66.7% |
| All | +178.5% | +248.4% | -69.9% | +125.1% |
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