+52.3%
XOM vs CBOE
+20.5%
+31.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.6% |
| 7D | +4.1% | -5.8% | +9.9% | +4.5% |
| 30D | +4.6% | -3.1% | +7.7% | +4.7% |
| 3M | +14.0% | -4.8% | +18.7% | +13.3% |
| 6M | +11.0% | -0.6% | +11.5% | +9.8% |
| YTD | +40.7% | +12.8% | +27.9% | +37.8% |
| 1Y | +52.3% | +19.8% | +32.5% | +49.5% |
| All | +52.3% | +20.5% | +31.8% | +49.5% |
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