+896.5%
BN vs CBOE
+1,045.3%
-148.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -2.5% | -3.6% | +1.2% | -1.6% |
| 30D | -9.5% | +5.1% | -14.6% | -10.8% |
| 3M | -10.4% | +4.6% | -15.0% | -12.2% |
| 6M | -6.4% | -0.3% | -6.1% | -8.0% |
| YTD | -11.9% | +19.8% | -31.6% | -18.1% |
| 1Y | -8.6% | +28.4% | -37.0% | -17.0% |
| 3Y | +77.6% | +104.1% | -26.5% | +34.8% |
| 5Y | +37.0% | +150.9% | -113.9% | -4.0% |
| 10Y | +266.4% | +393.5% | -127.1% | +103.4% |
| All | +896.5% | +1,045.3% | -148.8% | +282.2% |
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