+8.9%
GE vs CBOE
+39.5%
-30.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.5% | +2.8% |
| 7D | +9.4% | +7.7% | +1.7% | +10.9% |
| 30D | +7.5% | +24.4% | -16.9% | +11.4% |
| 3M | -12.5% | +20.0% | -32.6% | -9.6% |
| 6M | +17.8% | +2.4% | +15.4% | +19.6% |
| YTD | +7.4% | +38.5% | -31.1% | +13.8% |
| 1Y | +8.9% | +39.0% | -30.1% | +15.1% |
| All | +8.9% | +39.5% | -30.6% | +15.1% |
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 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