+360.5%
BE vs CBOE
+29.2%
+331.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.3% |
| 7D | +20.0% | -3.6% | +23.6% | +17.7% |
| 30D | +7.9% | +5.1% | +2.8% | +10.7% |
| 3M | -13.2% | +4.6% | -17.8% | -9.6% |
| 6M | +53.5% | -0.3% | +53.7% | +64.2% |
| YTD | +191.0% | +19.8% | +171.3% | +240.7% |
| 1Y | +360.5% | +28.4% | +332.2% | +523.9% |
| All | +360.5% | +29.2% | +331.4% | +523.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling