+192.9%
XOM vs CBOE
+368.5%
-175.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.0% |
| 7D | +4.1% | -5.8% | +9.9% | +5.7% |
| 30D | +4.6% | -3.1% | +7.7% | +5.2% |
| 3M | +14.0% | -4.8% | +18.7% | +14.6% |
| 6M | +11.0% | -0.6% | +11.5% | +9.4% |
| YTD | +40.7% | +12.8% | +27.9% | +33.6% |
| 1Y | +52.3% | +19.8% | +32.5% | +41.9% |
| 3Y | +60.5% | +86.9% | -26.5% | +26.9% |
| 5Y | +266.4% | +136.5% | +129.9% | +162.6% |
| All | +192.9% | +368.5% | -175.6% | +87.1% |
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