+139.8%
CBOE vs BNS
+94.7%
+45.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -5.8% | -0.4% | -5.4% | -5.8% |
| 30D | -3.1% | +3.5% | -6.6% | -3.4% |
| 3M | -4.8% | +14.1% | -18.8% | -6.0% |
| 6M | -0.6% | +33.8% | -34.3% | -3.7% |
| YTD | +12.8% | +29.5% | -16.7% | +9.6% |
| 1Y | +19.8% | +48.4% | -28.6% | +14.2% |
| 3Y | +86.9% | +129.6% | -42.7% | +65.2% |
| All | +139.8% | +94.7% | +45.2% | +128.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling