+38.0%
CBOE vs BIYA
-99.8%
+137.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -4.6% | +2.7% | -7.4% | -4.7% |
| 30D | +2.6% | -18.7% | +21.3% | +2.9% |
| 3M | +4.9% | -72.0% | +77.0% | +4.5% |
| 6M | -2.2% | -86.4% | +84.2% | -2.9% |
| YTD | +17.7% | -94.2% | +111.9% | +16.5% |
| 1Y | +26.1% | -98.4% | +124.5% | +23.3% |
| All | +38.0% | -99.8% | +137.7% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BIYA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling