+50.3%
XLE vs CBOE
+24.1%
+26.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | +0.5% | -3.7% | +4.2% | +0.7% |
| 30D | +6.6% | +2.0% | +4.6% | +6.3% |
| 3M | +12.3% | -4.2% | +16.5% | +11.8% |
| 6M | +18.4% | +1.2% | +17.2% | +17.8% |
| YTD | +47.2% | +15.4% | +31.8% | +44.2% |
| 1Y | +50.3% | +23.5% | +26.8% | +46.0% |
| All | +50.3% | +24.1% | +26.2% | +46.0% |
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