+337.0%
BDX vs CBOE
+1,020.3%
-683.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -3.6% | -0.8% | -2.8% | -3.4% |
| 30D | +0.7% | +2.7% | -2.0% | +0.1% |
| 3M | +19.0% | +0.7% | +18.2% | +18.2% |
| 6M | +10.8% | -2.0% | +12.8% | +10.0% |
| YTD | +20.1% | +17.1% | +3.0% | +14.7% |
| 1Y | +23.1% | +26.5% | -3.4% | +15.4% |
| 3Y | -8.8% | +96.1% | -104.9% | -23.4% |
| 5Y | -1.4% | +149.3% | -150.7% | -22.4% |
| 10Y | +60.5% | +386.5% | -326.0% | +4.7% |
| All | +337.0% | +1,020.3% | -683.3% | +118.2% |
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 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