+378.1%
XLB vs CBOE
+1,341.0%
-962.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.6% |
| 7D | +0.5% | +6.3% | -5.7% | -0.9% |
| 30D | +5.2% | +24.9% | -19.8% | -0.6% |
| 3M | +0.3% | +28.5% | -28.1% | -6.2% |
| 6M | +1.2% | +2.9% | -1.7% | -0.6% |
| YTD | +16.6% | +50.7% | -34.0% | +2.7% |
| 1Y | +21.4% | +45.5% | -24.0% | +7.9% |
| 3Y | +43.2% | +116.3% | -73.1% | +11.2% |
| 5Y | +28.0% | +204.3% | -176.3% | -11.7% |
| 10Y | +164.8% | +526.3% | -361.5% | +39.9% |
| All | +378.1% | +1,341.0% | -962.9% | +65.8% |
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