+513.2%
GE vs CBOE
+1,045.3%
-532.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.6% | -3.6% | +2.0% | -0.8% |
| 30D | -11.6% | +5.1% | -16.6% | -12.7% |
| 3M | +3.0% | +4.6% | -1.6% | +1.0% |
| 6M | -0.5% | -0.3% | -0.3% | -2.2% |
| YTD | +9.7% | +19.8% | -10.0% | +2.3% |
| 1Y | +20.0% | +28.4% | -8.3% | +9.5% |
| 3Y | +275.8% | +104.1% | +171.7% | +190.9% |
| 5Y | +429.1% | +150.9% | +278.2% | +278.6% |
| 10Y | +151.2% | +393.5% | -242.3% | +42.4% |
| All | +513.2% | +1,045.3% | -532.1% | +140.7% |
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