+139.8%
CBOE vs BR
+8.0%
+131.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -5.8% | -3.0% | -2.8% | -5.1% |
| 30D | -3.1% | -0.3% | -2.9% | -3.1% |
| 3M | -4.8% | +17.3% | -22.1% | -8.6% |
| 6M | -0.6% | -6.7% | +6.1% | +0.8% |
| YTD | +12.8% | -23.4% | +36.2% | +20.1% |
| 1Y | +19.8% | -32.7% | +52.4% | +31.8% |
| 3Y | +86.9% | -5.9% | +92.9% | +84.5% |
| All | +139.8% | +8.0% | +131.8% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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