+27.0%
BROS vs CBOE
+156.6%
-129.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -6.7% | -3.6% | -3.1% | -6.5% |
| 30D | -29.1% | +5.1% | -34.1% | -29.3% |
| 3M | -16.7% | +4.6% | -21.3% | -16.8% |
| 6M | -11.6% | -0.3% | -11.4% | -11.9% |
| YTD | -23.9% | +19.8% | -43.7% | -26.0% |
| 1Y | -34.8% | +28.4% | -63.1% | -37.2% |
| 3Y | +62.1% | +104.1% | -42.0% | +19.7% |
| All | +27.0% | +156.6% | -129.6% | -25.5% |
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