+463.5%
BTSG vs CBOE
+59.1%
+404.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -1.0% |
| 7D | +2.9% | -0.8% | +3.7% | +2.8% |
| 30D | +0.9% | +2.7% | -1.8% | +1.2% |
| 3M | +1.6% | +0.7% | +0.9% | +1.9% |
| 6M | +46.8% | -2.0% | +48.8% | +47.8% |
| YTD | +65.5% | +17.1% | +48.4% | +70.9% |
| 1Y | +136.2% | +26.5% | +109.7% | +146.5% |
| All | +463.5% | +59.1% | +404.4% | +521.0% |
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