+2.9%
CBOE vs BEN
+16.5%
-13.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.9% |
| 7D | +6.3% | +6.8% | -0.5% | +7.7% |
| 30D | +24.9% | +18.0% | +7.0% | +29.2% |
| 3M | +28.5% | +7.5% | +21.0% | +30.6% |
| 6M | +2.9% | +14.7% | -11.8% | +5.9% |
| All | +2.9% | +16.5% | -13.6% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling