+1,611.9%
BE vs CBOE
+93.5%
+1,518.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -4.7% |
| 7D | +9.7% | -3.7% | +13.4% | +7.8% |
| 30D | +22.4% | +2.0% | +20.4% | +23.6% |
| 3M | +10.4% | -4.2% | +14.6% | +10.4% |
| 6M | +67.9% | +1.2% | +66.7% | +76.1% |
| YTD | +197.5% | +15.4% | +182.1% | +233.4% |
| 1Y | +310.6% | +23.5% | +287.1% | +380.1% |
| All | +1,611.9% | +93.5% | +1,518.4% | +2,330.1% |
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