+44.8%
XLP vs CBOE
+119.7%
-74.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.2% |
| 7D | +2.5% | +6.3% | -3.8% | +1.8% |
| 30D | +7.3% | +24.9% | -17.6% | +4.7% |
| 3M | +8.1% | +28.5% | -20.4% | +5.1% |
| 6M | +10.5% | +2.9% | +7.6% | +10.4% |
| YTD | +21.2% | +50.7% | -29.5% | +14.3% |
| 1Y | +22.7% | +45.5% | -22.8% | +16.4% |
| 3Y | +44.8% | +116.3% | -71.5% | +29.0% |
| All | +44.8% | +119.7% | -74.9% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling