+797.2%
LYB vs CBOE
+978.8%
-181.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.2% |
| 7D | +0.3% | -5.8% | +6.1% | +2.3% |
| 30D | +2.5% | -3.1% | +5.6% | +3.3% |
| 3M | +1.4% | -4.8% | +6.1% | +2.3% |
| 6M | -3.5% | -0.6% | -2.9% | -4.8% |
| YTD | +52.0% | +12.8% | +39.2% | +43.0% |
| 1Y | +22.1% | +19.8% | +2.3% | +12.1% |
| 3Y | -22.8% | +86.9% | -109.7% | -42.2% |
| 5Y | -3.4% | +136.5% | -139.9% | -35.6% |
| 10Y | +47.4% | +368.4% | -321.1% | -31.2% |
| All | +797.2% | +978.8% | -181.6% | +125.8% |
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