+258.5%
BN vs CBOE
+368.5%
-110.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.7% | +1.0% |
| 7D | -5.2% | -5.8% | +0.6% | -3.7% |
| 30D | -14.5% | -3.1% | -11.3% | -13.9% |
| 3M | -15.0% | -4.8% | -10.2% | -14.6% |
| 6M | -5.4% | -0.6% | -4.8% | -7.2% |
| YTD | -16.4% | +12.8% | -29.2% | -21.4% |
| 1Y | -16.2% | +19.8% | -36.0% | -22.8% |
| 3Y | +67.5% | +86.9% | -19.4% | +27.2% |
| 5Y | +34.1% | +136.5% | -102.4% | -8.5% |
| All | +258.5% | +368.5% | -110.0% | +108.6% |
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