+293.7%
XLE vs CBOE
+1,045.3%
-751.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +2.2% | -3.6% | +5.8% | +3.2% |
| 30D | +11.8% | +5.1% | +6.7% | +10.0% |
| 3M | +9.8% | +4.6% | +5.2% | +7.7% |
| 6M | +15.6% | -0.3% | +15.8% | +13.9% |
| YTD | +45.3% | +19.8% | +25.5% | +35.2% |
| 1Y | +48.3% | +28.4% | +19.9% | +34.9% |
| 3Y | +55.4% | +104.1% | -48.7% | +18.6% |
| 5Y | +216.1% | +150.9% | +65.2% | +121.2% |
| 10Y | +178.4% | +393.5% | -215.1% | +53.6% |
| All | +293.7% | +1,045.3% | -751.6% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling