+135.9%
XLU vs CBOE
+368.5%
-232.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.2% |
| 7D | -1.6% | -5.8% | +4.2% | -0.3% |
| 30D | -3.3% | -3.1% | -0.2% | -2.7% |
| 3M | -3.2% | -4.8% | +1.6% | -2.6% |
| 6M | -7.0% | -0.6% | -6.4% | -8.1% |
| YTD | +0.6% | +12.8% | -12.2% | -4.0% |
| 1Y | +2.4% | +19.8% | -17.3% | -4.0% |
| 3Y | +46.3% | +86.9% | -40.7% | +20.0% |
| 5Y | +44.0% | +136.5% | -92.6% | +9.1% |
| All | +135.9% | +368.5% | -232.6% | +74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling