+1,709.5%
BE vs CBOE
+119.7%
+1,589.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.8% | -6.7% | -3.9% |
| 7D | +10.8% | +6.3% | +4.6% | +15.0% |
| 30D | -19.8% | +24.9% | -44.7% | -7.6% |
| 3M | -18.7% | +28.5% | -47.2% | -4.4% |
| 6M | -33.7% | +2.9% | -36.6% | -27.1% |
| YTD | +121.0% | +50.7% | +70.3% | +194.8% |
| 1Y | +85.4% | +45.5% | +39.9% | +142.7% |
| 3Y | +1,709.5% | +116.3% | +1,593.2% | +2,953.5% |
| All | +1,709.5% | +119.7% | +1,589.9% | +2,953.5% |
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