+1,014.0%
CBOE vs BTG
+370.1%
+644.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.4% |
| 7D | -3.7% | -5.8% | +2.1% | -3.6% |
| 30D | +2.0% | +5.7% | -3.8% | +1.8% |
| 3M | -4.2% | +38.1% | -42.4% | -5.1% |
| 6M | +1.2% | +0.3% | +0.9% | +1.0% |
| YTD | +15.4% | +19.9% | -4.5% | +14.5% |
| 1Y | +23.5% | +24.6% | -1.1% | +22.2% |
| 3Y | +93.2% | +96.6% | -3.4% | +87.8% |
| 5Y | +142.0% | +77.7% | +64.3% | +134.9% |
| 10Y | +379.2% | +150.7% | +228.5% | +359.3% |
| All | +1,014.0% | +370.1% | +644.0% | +936.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling