+791.9%
BNY vs CBOE
+978.8%
-186.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.7% |
| 7D | -1.3% | -5.8% | +4.5% | +0.5% |
| 30D | -0.2% | -3.1% | +3.0% | +0.6% |
| 3M | +14.9% | -4.8% | +19.7% | +15.6% |
| 6M | +40.0% | -0.6% | +40.5% | +37.3% |
| YTD | +42.0% | +12.8% | +29.2% | +33.2% |
| 1Y | +56.9% | +19.8% | +37.1% | +43.9% |
| 3Y | +289.9% | +86.9% | +202.9% | +198.8% |
| 5Y | +259.2% | +136.5% | +122.7% | +148.8% |
| 10Y | +413.3% | +368.4% | +44.8% | +161.1% |
| All | +791.9% | +978.8% | -186.8% | +183.6% |
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 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