+171.6%
BKR vs CBOE
+136.7%
+34.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | -0.5% |
| 7D | -7.0% | -5.8% | -1.2% | -6.7% |
| 30D | -8.1% | -3.1% | -5.0% | -8.0% |
| 3M | -6.6% | -4.8% | -1.9% | -6.6% |
| 6M | +0.9% | -0.6% | +1.4% | +0.8% |
| YTD | +31.1% | +12.8% | +18.3% | +29.7% |
| 1Y | +27.7% | +19.8% | +7.9% | +25.7% |
| 3Y | +71.2% | +86.9% | -15.7% | +51.8% |
| All | +171.6% | +136.7% | +34.9% | +125.0% |
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 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