+1,036.7%
CBOE vs BIDU
+25.9%
+1,010.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.0% | +5.3% | -1.1% |
| 7D | -4.6% | -2.4% | -2.2% | -4.4% |
| 30D | +2.6% | -15.6% | +18.3% | +4.1% |
| 3M | +4.9% | -22.3% | +27.2% | +7.1% |
| 6M | -2.2% | -22.3% | +20.1% | -0.4% |
| YTD | +17.7% | -29.2% | +46.9% | +20.5% |
| 1Y | +26.1% | -14.8% | +40.9% | +26.1% |
| 3Y | +97.1% | -31.8% | +128.9% | +98.6% |
| 5Y | +149.2% | -43.1% | +192.3% | +146.9% |
| 10Y | +385.1% | -50.6% | +435.7% | +354.6% |
| All | +1,036.7% | +25.9% | +1,010.8% | +755.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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