+1,264.4%
BE vs CBOE
+136.7%
+1,127.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.2% | +8.9% | +6.4% |
| 7D | +9.0% | -5.8% | +14.9% | +8.3% |
| 30D | +16.3% | -3.1% | +19.4% | +15.9% |
| 3M | +10.8% | -4.8% | +15.6% | +11.0% |
| 6M | +73.2% | -0.6% | +73.8% | +73.7% |
| YTD | +217.4% | +12.8% | +204.6% | +215.1% |
| 1Y | +309.8% | +19.8% | +290.0% | +305.2% |
| 3Y | +1,726.2% | +86.9% | +1,639.2% | +1,384.7% |
| All | +1,264.4% | +136.7% | +1,127.8% | +845.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling