+328.3%
BTI vs CBOE
+1,020.3%
-692.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.4% | -0.8% | -1.7% | -2.3% |
| 30D | -4.8% | +2.7% | -7.5% | -5.4% |
| 3M | -8.1% | +0.7% | -8.8% | -8.6% |
| 6M | -4.2% | -2.0% | -2.2% | -4.7% |
| YTD | -1.3% | +17.1% | -18.4% | -5.7% |
| 1Y | +2.1% | +26.5% | -24.4% | -4.1% |
| 3Y | +108.9% | +96.1% | +12.8% | +76.8% |
| 5Y | +114.5% | +149.3% | -34.8% | +70.3% |
| 10Y | +72.2% | +386.5% | -314.2% | +15.4% |
| All | +328.3% | +1,020.3% | -692.1% | +126.6% |
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