+914.7%
BN vs CBOE
+1,341.0%
-426.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.1% |
| 7D | -1.0% | +6.3% | -7.3% | -2.6% |
| 30D | +14.0% | +24.9% | -11.0% | +7.4% |
| 3M | -9.0% | +28.5% | -37.5% | -15.2% |
| 6M | -8.8% | +2.9% | -11.7% | -10.6% |
| YTD | -10.3% | +50.7% | -60.9% | -21.7% |
| 1Y | -5.8% | +45.5% | -51.3% | -17.0% |
| 3Y | +94.8% | +116.3% | -21.6% | +47.7% |
| 5Y | +31.5% | +204.3% | -172.9% | -12.4% |
| 10Y | +291.9% | +526.3% | -234.4% | +104.1% |
| All | +914.7% | +1,341.0% | -426.4% | +265.5% |
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