+46.6%
XLE vs CBOE
+42.5%
+4.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +4.4% | +4.5% | -0.1% | +4.1% |
| 30D | -4.3% | +26.2% | -30.5% | -5.6% |
| 3M | +6.0% | +27.1% | -21.1% | +4.3% |
| 6M | +13.2% | +4.2% | +9.0% | +12.0% |
| YTD | +46.7% | +48.0% | -1.3% | +39.6% |
| 1Y | +46.6% | +42.4% | +4.2% | +38.9% |
| All | +46.6% | +42.5% | +4.1% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling