+35.1%
XLB vs CBOE
+146.7%
-111.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -2.9% | -0.8% | -2.2% | -2.9% |
| 30D | -3.4% | +2.7% | -6.1% | -3.7% |
| 3M | +1.6% | +0.7% | +0.9% | +1.2% |
| 6M | +3.6% | -2.0% | +5.6% | +3.1% |
| YTD | +14.2% | +17.1% | -2.9% | +10.3% |
| 1Y | +15.6% | +26.5% | -10.9% | +10.0% |
| 3Y | +33.1% | +96.1% | -63.0% | +10.5% |
| 5Y | +35.1% | +149.3% | -114.3% | +0.7% |
| All | +35.1% | +146.7% | -111.7% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling