+116.3%
CBOE vs BEN
+86.4%
+30.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.8% |
| 7D | +6.3% | +6.8% | -0.5% | +6.6% |
| 30D | +24.9% | +18.0% | +7.0% | +25.9% |
| 3M | +28.5% | +7.5% | +21.0% | +29.0% |
| 6M | +2.9% | +14.7% | -11.8% | +3.6% |
| YTD | +50.7% | +56.1% | -5.4% | +53.1% |
| 1Y | +45.5% | +69.6% | -24.1% | +48.3% |
| 3Y | +116.3% | +87.7% | +28.7% | +123.9% |
| All | +116.3% | +86.4% | +30.0% | +123.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling