+32.4%
BN vs CBOE
+136.7%
-104.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.7% | +0.6% |
| 7D | -5.2% | -5.8% | +0.6% | -4.7% |
| 30D | -14.5% | -3.1% | -11.3% | -14.3% |
| 3M | -15.0% | -4.8% | -10.2% | -14.9% |
| 6M | -5.4% | -0.6% | -4.8% | -6.4% |
| YTD | -16.4% | +12.8% | -29.2% | -19.2% |
| 1Y | -16.2% | +19.8% | -36.0% | -19.9% |
| 3Y | +67.5% | +86.9% | -19.4% | +33.9% |
| All | +32.4% | +136.7% | -104.2% | -10.3% |
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