+661.1%
BX vs CBOE
+368.5%
+292.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +3.0% |
| 7D | -5.6% | -5.8% | +0.2% | -4.2% |
| 30D | -12.2% | -3.1% | -9.1% | -11.7% |
| 3M | +7.4% | -4.8% | +12.2% | +7.7% |
| 6M | +22.2% | -0.6% | +22.7% | +19.8% |
| YTD | -14.0% | +12.8% | -26.8% | -19.1% |
| 1Y | -27.3% | +19.8% | -47.1% | -33.1% |
| 3Y | +24.5% | +86.9% | -62.4% | -5.8% |
| 5Y | +18.9% | +136.5% | -117.6% | -19.0% |
| All | +661.1% | +368.5% | +292.5% | +301.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling