-68.6%
XYZ vs CBOE
+151.5%
-220.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.0% |
| 7D | +2.9% | -4.6% | +7.5% | +3.5% |
| 30D | +1.4% | +2.6% | -1.2% | +0.8% |
| 3M | +14.6% | +4.9% | +9.6% | +12.9% |
| 6M | +20.8% | -2.2% | +22.9% | +19.9% |
| YTD | +23.1% | +17.7% | +5.3% | +16.3% |
| 1Y | +5.6% | +26.1% | -20.4% | -2.3% |
| 3Y | +50.9% | +97.1% | -46.2% | +0.6% |
| 5Y | -68.6% | +149.2% | -217.7% | -84.1% |
| All | -68.6% | +151.5% | -220.1% | -84.1% |
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 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