+555.9%
XYZ vs CBOE
+494.4%
+61.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | -2.2% | +6.9% | -9.1% | -4.2% |
| 30D | +11.6% | +24.1% | -12.6% | +4.1% |
| 3M | +8.4% | +30.9% | -22.5% | -1.0% |
| 6M | +17.2% | +5.9% | +11.3% | +13.4% |
| YTD | +31.7% | +48.2% | -16.5% | +12.1% |
| 1Y | +30.1% | +43.5% | -13.4% | +12.0% |
| 3Y | +66.4% | +117.0% | -50.6% | +14.7% |
| 5Y | -62.2% | +203.4% | -265.5% | -78.2% |
| 10Y | +621.5% | +515.9% | +105.6% | +266.4% |
| All | +555.9% | +494.4% | +61.4% | +258.0% |
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