+39.0%
CBOE vs BRO
-3.6%
+42.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -0.6% |
| 7D | +7.7% | +12.4% | -4.7% | +5.4% |
| 30D | +24.4% | +21.6% | +2.8% | +20.5% |
| 3M | +20.0% | +4.3% | +15.7% | +18.2% |
| 6M | +2.4% | +29.2% | -26.8% | +0.7% |
| YTD | +38.5% | -6.4% | +44.9% | +42.0% |
| 1Y | +39.0% | -5.3% | +44.3% | +41.6% |
| All | +39.0% | -3.6% | +42.5% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling