+532.2%
BE vs CBOE
+202.6%
+329.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.8% | -6.7% | -4.5% |
| 7D | +10.8% | +6.3% | +4.6% | +12.4% |
| 30D | -19.8% | +24.9% | -44.7% | -15.6% |
| 3M | -18.7% | +28.5% | -47.2% | -13.8% |
| 6M | -33.7% | +2.9% | -36.6% | -29.1% |
| YTD | +121.0% | +50.7% | +70.3% | +134.0% |
| 1Y | +85.4% | +45.5% | +39.9% | +96.7% |
| 3Y | +1,709.5% | +116.3% | +1,593.2% | +1,619.2% |
| All | +532.2% | +202.6% | +329.5% | +334.2% |
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