+139.8%
CBOE vs BEN
+36.0%
+103.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -5.8% | -3.1% | -2.7% | -5.6% |
| 30D | -3.1% | +0.2% | -3.3% | -3.2% |
| 3M | -4.8% | +6.8% | -11.6% | -5.2% |
| 6M | -0.6% | +38.1% | -38.7% | -2.9% |
| YTD | +12.8% | +44.3% | -31.6% | +9.7% |
| 1Y | +19.8% | +42.6% | -22.8% | +16.6% |
| 3Y | +86.9% | +52.3% | +34.6% | +79.8% |
| All | +139.8% | +36.0% | +103.8% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling