+5.2%
XYZ vs CBOE
+26.0%
-20.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -3.7% | -0.8% | -2.9% | -3.8% |
| 30D | +0.5% | +2.7% | -2.2% | +0.7% |
| 3M | +16.3% | +0.7% | +15.6% | +17.2% |
| 6M | +21.1% | -2.0% | +23.1% | +20.9% |
| YTD | +22.0% | +17.1% | +4.8% | +22.8% |
| 1Y | +5.2% | +26.5% | -21.3% | +6.9% |
| All | +5.2% | +26.0% | -20.9% | +6.9% |
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