+373.3%
XLB vs CBOE
+1,025.9%
-652.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | -0.2% | -4.6% | +4.4% | +0.9% |
| 30D | -1.7% | +2.6% | -4.4% | -2.6% |
| 3M | +4.4% | +4.9% | -0.6% | +2.2% |
| 6M | +5.0% | -2.2% | +7.2% | +3.9% |
| YTD | +15.5% | +17.7% | -2.3% | +8.4% |
| 1Y | +14.9% | +26.1% | -11.2% | +5.6% |
| 3Y | +34.5% | +97.1% | -62.6% | +6.0% |
| 5Y | +36.5% | +149.2% | -112.6% | -1.1% |
| 10Y | +159.6% | +385.1% | -225.5% | +46.4% |
| All | +373.3% | +1,025.9% | -652.7% | +74.9% |
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