+56.7%
BDX vs CBOE
+368.5%
-311.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.2% |
| 7D | -3.2% | -5.8% | +2.6% | -2.2% |
| 30D | -2.5% | -3.1% | +0.6% | -2.1% |
| 3M | +21.4% | -4.8% | +26.2% | +22.0% |
| 6M | +10.4% | -0.6% | +11.0% | +9.3% |
| YTD | +18.8% | +12.8% | +6.0% | +14.5% |
| 1Y | +21.7% | +19.8% | +1.9% | +15.7% |
| 3Y | -10.0% | +86.9% | -96.9% | -23.2% |
| 5Y | -1.8% | +136.5% | -138.3% | -21.4% |
| All | +56.7% | +368.5% | -311.8% | +15.9% |
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 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