-10.0%
BDX vs CBOE
+89.1%
-99.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +0.8% |
| 7D | -3.2% | -5.8% | +2.6% | -3.2% |
| 30D | -2.5% | -3.1% | +0.6% | -2.5% |
| 3M | +21.4% | -4.8% | +26.2% | +21.7% |
| 6M | +10.4% | -0.6% | +11.0% | +10.2% |
| YTD | +18.8% | +12.8% | +6.0% | +18.1% |
| 1Y | +21.7% | +19.8% | +1.9% | +20.5% |
| 3Y | -10.0% | +86.9% | -96.9% | -15.2% |
| All | -10.0% | +89.1% | -99.1% | -15.2% |
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 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