-5.8%
XLC vs CBOE
+39.5%
-45.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.5% |
| 7D | +1.8% | +7.7% | -6.0% | +1.7% |
| 30D | -6.0% | +24.4% | -30.4% | -6.4% |
| 3M | -6.0% | +20.0% | -26.0% | -6.4% |
| 6M | -9.1% | +2.4% | -11.4% | -9.0% |
| YTD | -10.0% | +38.5% | -48.6% | -10.8% |
| 1Y | -5.8% | +39.0% | -44.8% | -6.8% |
| All | -5.8% | +39.5% | -45.3% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling