+44.6%
SLB vs CBOE
+42.5%
+2.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.6% | +4.5% | -1.9% | +2.9% |
| 30D | +4.4% | +26.2% | -21.8% | +6.4% |
| 3M | -2.7% | +27.1% | -29.9% | -0.6% |
| 6M | -7.5% | +4.2% | -11.7% | -8.7% |
| YTD | +34.8% | +48.0% | -13.2% | +39.6% |
| 1Y | +44.6% | +42.4% | +2.1% | +46.2% |
| All | +44.6% | +42.5% | +2.1% | +46.2% |
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