+40.7%
XLC vs CBOE
+202.6%
-162.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.9% |
| 7D | +3.7% | +6.3% | -2.5% | +3.2% |
| 30D | -1.9% | +24.9% | -26.9% | -3.9% |
| 3M | -3.1% | +28.5% | -31.6% | -5.5% |
| 6M | -6.4% | +2.9% | -9.2% | -6.4% |
| YTD | -6.8% | +50.7% | -57.5% | -11.6% |
| 1Y | -1.7% | +45.5% | -47.2% | -6.3% |
| 3Y | +64.7% | +116.3% | -51.7% | +42.6% |
| All | +40.7% | +202.6% | -162.0% | +2.1% |
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