+136.0%
XLC vs CBOE
+306.2%
-170.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.7% |
| 7D | +3.7% | +6.3% | -2.5% | +2.5% |
| 30D | -1.9% | +24.9% | -26.9% | -6.1% |
| 3M | -3.1% | +28.5% | -31.6% | -8.1% |
| 6M | -6.4% | +2.9% | -9.2% | -7.3% |
| YTD | -6.8% | +50.7% | -57.5% | -15.7% |
| 1Y | -1.7% | +45.5% | -47.2% | -10.4% |
| 3Y | +64.7% | +116.3% | -51.7% | +32.9% |
| 5Y | +41.1% | +204.3% | -163.2% | +1.0% |
| All | +136.0% | +306.2% | -170.1% | +53.6% |
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