+422.7%
XLP vs CBOE
+1,256.0%
-833.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | +0.7% | +5.3% | -4.5% | -0.3% |
| 30D | +10.3% | +25.5% | -15.2% | +5.4% |
| 3M | +6.5% | +22.5% | -16.0% | +2.1% |
| 6M | +8.4% | +2.6% | +5.8% | +7.0% |
| YTD | +18.2% | +41.8% | -23.6% | +8.8% |
| 1Y | +22.4% | +40.9% | -18.4% | +12.8% |
| 3Y | +41.9% | +108.7% | -66.8% | +19.4% |
| 5Y | +40.9% | +181.4% | -140.5% | +10.2% |
| 10Y | +128.4% | +531.6% | -403.2% | +49.8% |
| All | +422.7% | +1,256.0% | -833.3% | +183.6% |
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