+382.8%
XOM vs CBOE
+1,020.3%
-637.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | 0.0% | -0.8% | +0.8% | +0.2% |
| 30D | +3.4% | +2.7% | +0.8% | +2.6% |
| 3M | +11.0% | +0.7% | +10.3% | +10.1% |
| 6M | +10.6% | -2.0% | +12.6% | +9.7% |
| YTD | +39.2% | +17.1% | +22.1% | +31.6% |
| 1Y | +52.7% | +26.5% | +26.2% | +41.3% |
| 3Y | +56.8% | +96.1% | -39.4% | +25.9% |
| 5Y | +261.8% | +149.3% | +112.5% | +167.4% |
| 10Y | +191.3% | +386.5% | -195.2% | +77.3% |
| All | +382.8% | +1,020.3% | -637.6% | +113.7% |
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