+528.4%
XEL vs CBOE
+1,020.3%
-491.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +0.9% | -0.8% | +1.7% | +1.1% |
| 30D | -0.9% | +2.7% | -3.6% | -1.5% |
| 3M | -1.4% | +0.7% | -2.1% | -2.1% |
| 6M | -5.8% | -2.0% | -3.8% | -6.5% |
| YTD | +4.7% | +17.1% | -12.4% | -0.2% |
| 1Y | +9.1% | +26.5% | -17.4% | +2.1% |
| 3Y | +47.8% | +96.1% | -48.3% | +24.9% |
| 5Y | +29.0% | +149.3% | -120.3% | +2.4% |
| 10Y | +154.0% | +386.5% | -232.5% | +75.3% |
| All | +528.4% | +1,020.3% | -491.9% | +253.3% |
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