+46.0%
XOM vs CBOE
+29.2%
+16.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.7% |
| 7D | +1.8% | -3.6% | +5.4% | +2.0% |
| 30D | +5.9% | +5.1% | +0.8% | +5.3% |
| 3M | +5.6% | +4.6% | +1.0% | +4.4% |
| 6M | +7.9% | -0.3% | +8.1% | +6.8% |
| YTD | +35.2% | +19.8% | +15.4% | +31.4% |
| 1Y | +46.0% | +28.4% | +17.6% | +40.6% |
| All | +46.0% | +29.2% | +16.8% | +40.6% |
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 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