+1,036.7%
CBOE vs BLDR
+1,867.9%
-831.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -1.3% |
| 7D | -4.6% | -0.3% | -4.3% | -4.6% |
| 30D | +2.6% | -16.2% | +18.9% | +3.9% |
| 3M | +4.9% | -14.4% | +19.3% | +5.5% |
| 6M | -2.2% | -32.8% | +30.6% | 0.0% |
| YTD | +17.7% | -39.2% | +56.9% | +21.1% |
| 1Y | +26.1% | -57.7% | +83.8% | +33.4% |
| 3Y | +97.1% | -55.3% | +152.4% | +102.6% |
| 5Y | +149.2% | +15.6% | +133.6% | +128.5% |
| 10Y | +385.1% | +359.8% | +25.3% | +269.9% |
| All | +1,036.7% | +1,867.9% | -831.3% | +536.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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