+2,694.8%
BX vs CBOE
+1,025.9%
+1,668.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.1% |
| 7D | -2.0% | -4.6% | +2.7% | -0.5% |
| 30D | -2.3% | +2.6% | -4.9% | -3.4% |
| 3M | +18.5% | +4.9% | +13.6% | +15.2% |
| 6M | +23.7% | -2.2% | +25.9% | +21.8% |
| YTD | -10.4% | +17.7% | -28.1% | -17.7% |
| 1Y | -19.6% | +26.1% | -45.6% | -28.2% |
| 3Y | +30.8% | +97.1% | -66.3% | -5.6% |
| 5Y | +24.3% | +149.2% | -124.8% | -19.1% |
| 10Y | +679.5% | +385.1% | +294.4% | +259.8% |
| All | +2,694.8% | +1,025.9% | +1,668.9% | +633.8% |
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 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