+39.8%
BKNG vs CBOE
+93.5%
-53.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.4% |
| 7D | -10.7% | -3.7% | -7.0% | -11.0% |
| 30D | -18.1% | +2.0% | -20.1% | -17.9% |
| 3M | +8.5% | -4.2% | +12.8% | +8.6% |
| 6M | -0.1% | +1.2% | -1.2% | +0.5% |
| YTD | -18.2% | +15.4% | -33.6% | -16.3% |
| 1Y | -19.9% | +23.5% | -43.4% | -17.3% |
| All | +39.8% | +93.5% | -53.6% | +51.0% |
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