+66.2%
XYZ vs CBOE
+113.1%
-46.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.4% | -6.8% | -2.8% |
| 7D | +12.6% | +6.0% | +6.6% | +13.8% |
| 30D | +10.8% | +19.9% | -9.1% | +14.6% |
| 3M | +8.4% | +28.4% | -20.0% | +13.5% |
| 6M | +14.3% | +5.2% | +9.2% | +16.2% |
| YTD | +31.5% | +46.4% | -14.9% | +46.1% |
| 1Y | +28.1% | +41.8% | -13.7% | +40.8% |
| 3Y | +66.2% | +114.4% | -48.3% | +112.5% |
| All | +66.2% | +113.1% | -46.9% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling