+433.9%
BTSG vs CBOE
+53.2%
+380.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.3% |
| 7D | -3.3% | -5.8% | +2.5% | -3.8% |
| 30D | -1.6% | -3.1% | +1.6% | -1.8% |
| 3M | -6.9% | -4.8% | -2.1% | -6.9% |
| 6M | +42.1% | -0.6% | +42.7% | +43.5% |
| YTD | +56.8% | +12.8% | +44.0% | +61.3% |
| 1Y | +109.8% | +19.8% | +90.1% | +117.7% |
| All | +433.9% | +53.2% | +380.7% | +486.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling