+358.9%
CBOE vs BTG
+159.3%
+199.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -5.8% | -3.8% | -2.1% | -5.7% |
| 30D | -3.1% | +3.6% | -6.8% | -3.3% |
| 3M | -4.8% | +32.0% | -36.8% | -6.0% |
| 6M | -0.6% | +3.4% | -3.9% | -0.9% |
| YTD | +12.8% | +20.8% | -8.0% | +11.2% |
| 1Y | +19.8% | +22.4% | -2.6% | +17.6% |
| 3Y | +86.9% | +91.7% | -4.8% | +77.4% |
| 5Y | +136.5% | +79.0% | +57.5% | +123.3% |
| All | +358.9% | +159.3% | +199.6% | +319.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling