+250.7%
BP vs CBOE
+1,341.0%
-1,090.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.5% |
| 7D | +3.8% | +6.3% | -2.5% | +2.4% |
| 30D | -5.3% | +24.9% | -30.2% | -10.1% |
| 3M | +9.3% | +28.5% | -19.2% | +2.8% |
| 6M | +7.2% | +2.9% | +4.3% | +5.5% |
| YTD | +38.0% | +50.7% | -12.6% | +23.6% |
| 1Y | +33.2% | +45.5% | -12.3% | +20.2% |
| 3Y | +50.3% | +116.3% | -66.0% | +21.0% |
| 5Y | +114.1% | +204.3% | -90.2% | +55.2% |
| 10Y | +140.7% | +526.3% | -385.6% | +45.7% |
| All | +250.7% | +1,341.0% | -1,090.3% | +42.1% |
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