+1,031.0%
CBOE vs BHP
+272.2%
+758.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -0.8% | +0.9% | -1.7% | -0.9% |
| 30D | +2.7% | +4.0% | -1.3% | +2.0% |
| 3M | +0.7% | +11.3% | -10.5% | -1.2% |
| 6M | -2.0% | +29.3% | -31.3% | -6.6% |
| YTD | +17.1% | +59.2% | -42.1% | +7.5% |
| 1Y | +26.5% | +80.8% | -54.3% | +13.4% |
| 3Y | +96.1% | +88.0% | +8.1% | +71.8% |
| 5Y | +149.3% | +126.6% | +22.7% | +106.1% |
| 10Y | +386.5% | +515.7% | -129.2% | +225.8% |
| All | +1,031.0% | +272.2% | +758.8% | +729.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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