+21.5%
BX vs CBOE
+93.5%
-71.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -3.1% |
| 7D | -8.9% | -3.7% | -5.2% | -9.5% |
| 30D | -14.8% | +2.0% | -16.8% | -14.4% |
| 3M | +6.9% | -4.2% | +11.2% | +6.1% |
| 6M | +16.3% | +1.2% | +15.1% | +17.2% |
| YTD | -16.1% | +15.4% | -31.5% | -13.0% |
| 1Y | -26.8% | +23.5% | -50.3% | -22.9% |
| All | +21.5% | +93.5% | -71.9% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling