+18.9%
BX vs CBOE
-3.2%
+22.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.7% |
| 7D | -5.7% | -0.8% | -4.9% | -5.7% |
| 30D | -8.9% | +2.7% | -11.6% | -8.6% |
| 3M | +8.4% | +0.7% | +7.7% | +7.7% |
| 6M | +18.9% | -2.0% | +20.9% | +16.8% |
| All | +18.9% | -3.2% | +22.1% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling