+504.5%
GE vs CBOE
+1,341.0%
-836.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.1% |
| 7D | +2.7% | +6.3% | -3.6% | +1.2% |
| 30D | +8.1% | +24.9% | -16.9% | +2.4% |
| 3M | -7.9% | +28.5% | -36.3% | -13.5% |
| 6M | +12.9% | +2.9% | +10.0% | +11.0% |
| YTD | +8.2% | +50.7% | -42.5% | -4.8% |
| 1Y | +9.7% | +45.5% | -35.8% | -2.5% |
| 3Y | +266.1% | +116.3% | +149.8% | +183.2% |
| 5Y | +407.4% | +204.3% | +203.0% | +247.4% |
| 10Y | +150.3% | +526.3% | -376.0% | +33.8% |
| All | +504.5% | +1,341.0% | -836.6% | +124.0% |
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