+39.0%
CBOE vs BEN
+56.2%
-17.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | +0.6% |
| 7D | +7.7% | +6.7% | +1.0% | +8.2% |
| 30D | +24.4% | +3.0% | +21.4% | +24.7% |
| 3M | +20.0% | -4.3% | +24.4% | +20.0% |
| 6M | +2.4% | +16.4% | -14.0% | +2.6% |
| YTD | +38.5% | +46.8% | -8.2% | +37.5% |
| 1Y | +39.0% | +57.3% | -18.4% | +38.2% |
| All | +39.0% | +56.2% | -17.3% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling