+257.2%
XOM vs CBOE
+136.7%
+120.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.7% |
| 7D | +4.1% | -5.8% | +9.9% | +4.7% |
| 30D | +4.6% | -3.1% | +7.7% | +4.8% |
| 3M | +14.0% | -4.8% | +18.7% | +14.0% |
| 6M | +11.0% | -0.6% | +11.5% | +10.2% |
| YTD | +40.7% | +12.8% | +27.9% | +37.7% |
| 1Y | +52.3% | +19.8% | +32.5% | +48.0% |
| 3Y | +60.5% | +86.9% | -26.5% | +42.9% |
| All | +257.2% | +136.7% | +120.6% | +197.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling