+32.2%
CBOE vs BIYA
-99.8%
+132.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.2% |
| 7D | -5.8% | -1.8% | -4.0% | -5.8% |
| 30D | -3.1% | -17.5% | +14.3% | -3.0% |
| 3M | -4.8% | -78.0% | +73.3% | -5.2% |
| 6M | -0.6% | -89.5% | +88.9% | -1.6% |
| YTD | +12.8% | -94.3% | +107.1% | +11.7% |
| 1Y | +19.8% | -98.6% | +118.4% | +17.0% |
| All | +32.2% | -99.8% | +132.0% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling