+2,295.9%
BKNG vs CBOE
+1,003.5%
+1,292.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -10.7% | -3.7% | -7.0% | -9.8% |
| 30D | -18.1% | +2.0% | -20.1% | -18.7% |
| 3M | +8.5% | -4.2% | +12.8% | +9.0% |
| 6M | -0.1% | +1.2% | -1.2% | -2.0% |
| YTD | -18.2% | +15.4% | -33.6% | -23.0% |
| 1Y | -19.9% | +23.5% | -43.4% | -26.2% |
| 3Y | +41.6% | +93.2% | -51.6% | +10.9% |
| 5Y | +93.1% | +142.0% | -48.8% | +39.4% |
| 10Y | +214.8% | +379.2% | -164.4% | +79.5% |
| All | +2,295.9% | +1,003.5% | +1,292.4% | +796.8% |
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