+1,014.0%
CBOE vs BR
+1,114.4%
-100.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -3.7% | -6.0% | +2.3% | -1.8% |
| 30D | +2.0% | -0.9% | +2.8% | +2.2% |
| 3M | -4.2% | +16.4% | -20.6% | -9.1% |
| 6M | +1.2% | -8.2% | +9.4% | +3.2% |
| YTD | +15.4% | -23.2% | +38.6% | +24.3% |
| 1Y | +23.5% | -30.9% | +54.4% | +37.7% |
| 3Y | +93.2% | -5.0% | +98.2% | +90.4% |
| 5Y | +142.0% | +8.8% | +133.2% | +123.6% |
| 10Y | +379.2% | +190.1% | +189.1% | +200.8% |
| All | +1,014.0% | +1,114.4% | -100.4% | +287.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling