+176.5%
XLE vs CBOE
+514.1%
-337.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +4.4% | +4.5% | -0.1% | +3.1% |
| 30D | -4.3% | +26.2% | -30.5% | -10.5% |
| 3M | +6.0% | +27.1% | -21.1% | -1.5% |
| 6M | +13.2% | +4.2% | +9.0% | +10.7% |
| YTD | +46.7% | +48.0% | -1.3% | +27.6% |
| 1Y | +46.6% | +42.4% | +4.2% | +29.1% |
| 3Y | +69.6% | +116.8% | -47.3% | +25.6% |
| 5Y | +166.5% | +199.0% | -32.5% | +70.2% |
| All | +176.5% | +514.1% | -337.6% | +51.2% |
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