+246.5%
BBY vs CBOE
+368.5%
-122.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.5% |
| 7D | +0.6% | -5.8% | +6.4% | +1.8% |
| 30D | +9.4% | -3.1% | +12.5% | +9.9% |
| 3M | +19.3% | -4.8% | +24.1% | +19.9% |
| 6M | +47.9% | -0.6% | +48.5% | +46.1% |
| YTD | +39.6% | +12.8% | +26.8% | +33.7% |
| 1Y | +22.2% | +19.8% | +2.4% | +15.2% |
| 3Y | +45.0% | +86.9% | -42.0% | +17.7% |
| 5Y | +2.6% | +136.5% | -134.0% | -24.0% |
| All | +246.5% | +368.5% | -122.0% | +99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling