+731.6%
XLY vs CBOE
+978.8%
-247.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.4% |
| 7D | -1.7% | -5.8% | +4.1% | -0.4% |
| 30D | -4.2% | -3.1% | -1.0% | -3.6% |
| 3M | -2.7% | -4.8% | +2.1% | -2.2% |
| 6M | -0.6% | -0.6% | -0.1% | -2.0% |
| YTD | -5.0% | +12.8% | -17.8% | -9.4% |
| 1Y | -4.1% | +19.8% | -23.9% | -10.1% |
| 3Y | +33.6% | +86.9% | -53.3% | +7.6% |
| 5Y | +28.7% | +136.5% | -107.8% | -4.3% |
| 10Y | +219.6% | +368.4% | -148.8% | +88.5% |
| All | +731.6% | +978.8% | -247.2% | +241.1% |
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 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