-1.6%
XLY vs CBOE
+41.5%
-43.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.3% | -6.1% | -3.8% |
| 7D | +1.2% | +12.4% | -11.1% | +1.7% |
| 30D | +5.3% | +26.9% | -21.6% | +6.1% |
| 3M | -0.6% | +24.3% | -25.0% | +0.1% |
| 6M | +0.1% | +3.1% | -3.1% | +1.0% |
| YTD | -0.9% | +41.7% | -42.6% | +0.8% |
| 1Y | -1.6% | +41.5% | -43.1% | -0.2% |
| All | -1.6% | +41.5% | -43.0% | -0.2% |
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