+1,014.0%
CBOE vs BG
+254.2%
+759.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -3.7% | +3.7% | -7.4% | -4.3% |
| 30D | +2.0% | +12.3% | -10.4% | 0.0% |
| 3M | -4.2% | -2.2% | -2.0% | -4.1% |
| 6M | +1.2% | +5.3% | -4.1% | -0.1% |
| YTD | +15.4% | +42.4% | -27.0% | +8.2% |
| 1Y | +23.5% | +55.2% | -31.7% | +13.8% |
| 3Y | +93.2% | +21.0% | +72.2% | +83.9% |
| 5Y | +142.0% | +87.1% | +54.8% | +108.9% |
| 10Y | +379.2% | +169.8% | +209.3% | +254.9% |
| All | +1,014.0% | +254.2% | +759.9% | +674.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling