+5.8%
XLU vs CBOE
+29.2%
-23.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +0.8% | -3.6% | +4.4% | +0.8% |
| 30D | -1.3% | +5.1% | -6.4% | -1.3% |
| 3M | -1.3% | +4.6% | -5.9% | -1.3% |
| 6M | -7.6% | -0.3% | -7.4% | -7.3% |
| YTD | +2.3% | +19.8% | -17.5% | +2.7% |
| 1Y | +5.8% | +28.4% | -22.6% | +6.5% |
| All | +5.8% | +29.2% | -23.4% | +6.5% |
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