+18.4%
BX vs CBOE
+136.7%
-118.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.7% |
| 7D | -5.6% | -5.8% | +0.2% | -4.9% |
| 30D | -12.2% | -3.1% | -9.1% | -12.0% |
| 3M | +7.4% | -4.8% | +12.2% | +7.5% |
| 6M | +22.2% | -0.6% | +22.7% | +20.2% |
| YTD | -14.0% | +12.8% | -26.8% | -18.0% |
| 1Y | -27.3% | +19.8% | -47.1% | -31.9% |
| 3Y | +24.5% | +86.9% | -62.4% | -9.7% |
| All | +18.4% | +136.7% | -118.2% | -30.5% |
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 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