+358.9%
CBOE vs BEN
+56.6%
+302.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -5.8% | -3.1% | -2.7% | -5.3% |
| 30D | -3.1% | +0.2% | -3.3% | -3.2% |
| 3M | -4.8% | +6.8% | -11.6% | -6.1% |
| 6M | -0.6% | +38.1% | -38.7% | -6.9% |
| YTD | +12.8% | +44.3% | -31.6% | +4.6% |
| 1Y | +19.8% | +42.6% | -22.8% | +11.1% |
| 3Y | +86.9% | +52.3% | +34.6% | +67.4% |
| 5Y | +136.5% | +37.6% | +98.9% | +111.5% |
| All | +358.9% | +56.6% | +302.2% | +249.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling