+43.2%
XLB vs CBOE
+119.7%
-76.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.1% |
| 7D | +0.5% | +6.3% | -5.7% | +0.8% |
| 30D | +5.2% | +24.9% | -19.8% | +6.1% |
| 3M | +0.3% | +28.5% | -28.1% | +1.4% |
| 6M | +1.2% | +2.9% | -1.7% | +1.7% |
| YTD | +16.6% | +50.7% | -34.0% | +18.7% |
| 1Y | +21.4% | +45.5% | -24.0% | +23.4% |
| 3Y | +43.2% | +116.3% | -73.1% | +48.2% |
| All | +43.2% | +119.7% | -76.4% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling