+37.6%
XLC vs CBOE
+146.7%
-109.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | -0.9% | +2.7% | -3.6% | -1.2% |
| 3M | -0.3% | +0.7% | -1.0% | -0.6% |
| 6M | -5.2% | -2.0% | -3.2% | -5.5% |
| YTD | -5.3% | +17.1% | -22.4% | -7.9% |
| 1Y | -2.8% | +26.5% | -29.3% | -6.6% |
| 3Y | +71.2% | +96.1% | -24.9% | +43.7% |
| 5Y | +37.6% | +149.3% | -111.7% | +2.3% |
| All | +37.6% | +146.7% | -109.1% | +2.3% |
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