+225.7%
XLE vs CBOE
+151.5%
+74.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | 0.0% | -4.6% | +4.6% | +0.4% |
| 30D | +12.6% | +2.6% | +10.0% | +12.3% |
| 3M | +11.8% | +4.9% | +6.9% | +11.1% |
| 6M | +16.1% | -2.2% | +18.2% | +15.7% |
| YTD | +46.9% | +17.7% | +29.1% | +43.8% |
| 1Y | +53.3% | +26.1% | +27.2% | +49.0% |
| 3Y | +54.9% | +97.1% | -42.2% | +37.8% |
| 5Y | +225.7% | +149.2% | +76.5% | +173.2% |
| All | +225.7% | +151.5% | +74.2% | +173.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling