+989.0%
CBOE vs BRO
+684.6%
+304.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -5.8% | -7.3% | +1.5% | -3.3% |
| 30D | -3.1% | -6.9% | +3.7% | -0.8% |
| 3M | -4.8% | +10.7% | -15.4% | -8.6% |
| 6M | -0.6% | -2.7% | +2.1% | -0.5% |
| YTD | +12.8% | -16.3% | +29.1% | +18.9% |
| 1Y | +19.8% | -29.1% | +48.9% | +34.0% |
| 3Y | +86.9% | -7.8% | +94.8% | +84.8% |
| 5Y | +136.5% | +18.7% | +117.8% | +105.7% |
| 10Y | +368.4% | +291.9% | +76.5% | +153.2% |
| All | +989.0% | +684.6% | +304.5% | +354.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling