+120.2%
BKR vs CBOE
+368.5%
-248.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | 0.0% |
| 7D | -7.0% | -5.8% | -1.2% | -5.4% |
| 30D | -8.1% | -3.1% | -5.0% | -7.5% |
| 3M | -6.6% | -4.8% | -1.9% | -6.0% |
| 6M | +0.9% | -0.6% | +1.4% | -0.8% |
| YTD | +31.1% | +12.8% | +18.3% | +23.6% |
| 1Y | +27.7% | +19.8% | +7.9% | +17.8% |
| 3Y | +71.2% | +86.9% | -15.7% | +29.4% |
| 5Y | +177.6% | +136.5% | +41.1% | +86.8% |
| All | +120.2% | +368.5% | -248.3% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling