+876.7%
EXPE vs CBOE
+1,025.9%
-149.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.7% | -6.2% | -7.4% |
| 7D | -9.8% | -4.6% | -5.1% | -8.6% |
| 30D | -11.5% | +2.6% | -14.1% | -12.3% |
| 3M | +21.7% | +4.9% | +16.8% | +18.9% |
| 6M | +10.4% | -2.2% | +12.5% | +9.0% |
| YTD | -2.5% | +17.7% | -20.3% | -9.7% |
| 1Y | +27.3% | +26.1% | +1.3% | +15.0% |
| 3Y | +153.5% | +97.1% | +56.4% | +89.0% |
| 5Y | +91.1% | +149.2% | -58.1% | +28.8% |
| 10Y | +153.1% | +385.1% | -232.0% | +31.8% |
| All | +876.7% | +1,025.9% | -149.2% | +243.4% |
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