+86.9%
CBOE vs BNS
+130.5%
-43.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.2% |
| 7D | -5.8% | -0.4% | -5.4% | -5.8% |
| 30D | -3.1% | +3.5% | -6.6% | -2.8% |
| 3M | -4.8% | +14.1% | -18.8% | -3.5% |
| 6M | -0.6% | +33.8% | -34.3% | +1.9% |
| YTD | +12.8% | +29.5% | -16.7% | +15.5% |
| 1Y | +19.8% | +48.4% | -28.6% | +23.4% |
| 3Y | +86.9% | +129.6% | -42.7% | +100.1% |
| All | +86.9% | +130.5% | -43.5% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 3y: compounded portfolio wealth divided by compounded BNS 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…
3y analysis · Full analysis span regression · 6 months rolling