+139.8%
CBOE vs BTG
+78.0%
+61.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -5.8% | -3.8% | -2.1% | -5.8% |
| 30D | -3.1% | +3.6% | -6.8% | -3.2% |
| 3M | -4.8% | +32.0% | -36.8% | -5.1% |
| 6M | -0.6% | +3.4% | -3.9% | -0.2% |
| YTD | +12.8% | +20.8% | -8.0% | +12.1% |
| 1Y | +19.8% | +22.4% | -2.6% | +18.6% |
| 3Y | +86.9% | +91.7% | -4.8% | +79.9% |
| All | +139.8% | +78.0% | +61.8% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling