+55.3%
BE vs CBOE
+39.5%
+15.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.6% | -6.2% |
| 7D | -12.1% | +7.7% | -19.9% | -7.9% |
| 30D | -30.1% | +24.4% | -54.5% | -21.1% |
| 3M | -12.1% | +20.0% | -32.2% | -2.1% |
| 6M | -30.6% | +2.4% | -32.9% | -22.4% |
| YTD | +130.6% | +38.5% | +92.1% | +142.4% |
| 1Y | +55.3% | +39.0% | +16.3% | +64.0% |
| All | +55.3% | +39.5% | +15.8% | +64.0% |
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