+139.8%
CBOE vs BG
+81.8%
+58.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.1% |
| 7D | -5.8% | +3.1% | -8.9% | -6.1% |
| 30D | -3.1% | +10.2% | -13.4% | -4.1% |
| 3M | -4.8% | -1.7% | -3.1% | -4.7% |
| 6M | -0.6% | +1.0% | -1.5% | -0.9% |
| YTD | +12.8% | +39.9% | -27.1% | +8.6% |
| 1Y | +19.8% | +53.2% | -33.4% | +14.0% |
| 3Y | +86.9% | +16.3% | +70.7% | +83.4% |
| All | +139.8% | +81.8% | +58.0% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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