+1,354.8%
CBOE vs BB
-85.2%
+1,440.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +1.8% |
| 7D | +6.3% | +1.8% | +4.4% | +6.2% |
| 30D | +24.9% | +8.1% | +16.8% | +24.5% |
| 3M | +28.5% | -1.0% | +29.5% | +28.2% |
| 6M | +2.9% | +45.9% | -43.0% | +0.8% |
| YTD | +50.7% | +134.8% | -84.2% | +44.9% |
| 1Y | +45.5% | +104.6% | -59.1% | +40.5% |
| 3Y | +116.3% | +152.8% | -36.5% | +104.3% |
| 5Y | +204.3% | -17.4% | +221.8% | +199.1% |
| 10Y | +526.3% | +22.4% | +503.9% | +455.9% |
| All | +1,354.8% | -85.2% | +1,440.0% | +1,434.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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