+24.9%
BIL vs CBOE
+1,025.9%
-1,001.0%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | +0.1% | -4.6% | +4.7% | +0.1% |
| 30D | +0.3% | +2.6% | -2.4% | +0.3% |
| 3M | +0.9% | +4.9% | -4.0% | +0.9% |
| 6M | +1.8% | -2.2% | +4.0% | +1.8% |
| YTD | +2.5% | +17.7% | -15.3% | +2.5% |
| 1Y | +3.7% | +26.1% | -22.4% | +3.7% |
| 3Y | +14.1% | +97.1% | -83.0% | +14.1% |
| 5Y | +19.4% | +149.2% | -129.8% | +19.4% |
| 10Y | +25.3% | +385.1% | -359.8% | +25.3% |
| All | +24.9% | +1,025.9% | -1,001.0% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling