+817.7%
EXPE vs CBOE
+1,341.0%
-523.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.7% |
| 7D | -0.5% | +6.3% | -6.8% | -2.2% |
| 30D | -6.1% | +24.9% | -31.0% | -11.9% |
| 3M | -21.3% | +28.5% | -49.8% | -27.0% |
| 6M | +19.0% | +2.9% | +16.1% | +16.6% |
| YTD | -8.4% | +50.7% | -59.1% | -21.1% |
| 1Y | -2.8% | +45.5% | -48.3% | -15.4% |
| 3Y | +120.8% | +116.3% | +4.4% | +62.4% |
| 5Y | +46.2% | +204.3% | -158.1% | -6.6% |
| 10Y | +123.8% | +526.3% | -402.5% | +8.2% |
| All | +817.7% | +1,341.0% | -523.3% | +200.0% |
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