-0.6%
XLC vs CBOE
+29.2%
-29.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.8% | -3.6% | +2.8% | -0.8% |
| 30D | +1.0% | +5.1% | -4.0% | +0.9% |
| 3M | -0.7% | +4.6% | -5.3% | -0.8% |
| 6M | -5.1% | -0.3% | -4.9% | -5.2% |
| YTD | -4.3% | +19.8% | -24.0% | -3.7% |
| 1Y | -0.6% | +28.4% | -28.9% | +0.9% |
| All | -0.6% | +29.2% | -29.7% | +0.9% |
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 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