+181.3%
XLE vs CBOE
+385.3%
-204.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | +8.5% | +2.7% | +5.8% | +7.4% |
| 3M | +14.6% | +0.7% | +13.9% | +13.6% |
| 6M | +17.6% | -2.0% | +19.5% | +16.3% |
| YTD | +48.1% | +17.1% | +31.0% | +38.2% |
| 1Y | +53.8% | +26.5% | +27.3% | +39.8% |
| 3Y | +56.2% | +96.1% | -39.9% | +17.7% |
| 5Y | +227.7% | +149.3% | +78.4% | +120.1% |
| 10Y | +181.3% | +386.5% | -205.2% | +58.9% |
| All | +181.3% | +385.3% | -204.0% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling