-2.8%
EXPE vs CBOE
+44.9%
-47.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.0% |
| 7D | -0.5% | +6.3% | -6.8% | +0.2% |
| 30D | -6.1% | +24.9% | -31.0% | -3.7% |
| 3M | -21.3% | +28.5% | -49.8% | -18.8% |
| 6M | +19.0% | +2.9% | +16.1% | +17.5% |
| YTD | -8.4% | +50.7% | -59.1% | +6.0% |
| 1Y | -2.8% | +45.5% | -48.3% | +8.8% |
| All | -2.8% | +44.9% | -47.7% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling