+20.7%
XYZ vs CBOE
+39.5%
-18.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.3% | +15.0% | +15.3% |
| 7D | +16.5% | +7.7% | +8.8% | +17.0% |
| 30D | +15.0% | +24.4% | -9.5% | +16.4% |
| 3M | +3.5% | +20.0% | -16.5% | +4.5% |
| 6M | +21.9% | +2.4% | +19.5% | +25.1% |
| YTD | +34.6% | +38.5% | -3.9% | +35.4% |
| 1Y | +20.7% | +39.0% | -18.2% | +22.1% |
| All | +20.7% | +39.5% | -18.8% | +22.1% |
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 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