+1,036.7%
CBOE vs BEN
+108.8%
+927.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -4.6% | +4.7% | -9.3% | -5.6% |
| 30D | +2.6% | +2.6% | 0.0% | +2.0% |
| 3M | +4.9% | +11.5% | -6.6% | +2.1% |
| 6M | -2.2% | +35.3% | -37.5% | -9.1% |
| YTD | +17.7% | +48.6% | -30.9% | +6.9% |
| 1Y | +26.1% | +46.7% | -20.6% | +14.6% |
| 3Y | +97.1% | +57.0% | +40.1% | +71.5% |
| 5Y | +149.2% | +41.8% | +107.4% | +116.3% |
| 10Y | +385.1% | +55.2% | +329.9% | +277.1% |
| All | +1,036.7% | +108.8% | +927.9% | +688.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling