+369.4%
CBOE vs BUD
-22.8%
+392.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -3.7% | -3.2% | -0.5% | -3.1% |
| 30D | +2.0% | -3.7% | +5.6% | +2.7% |
| 3M | -4.2% | -4.4% | +0.2% | -3.5% |
| 6M | +1.2% | +7.7% | -6.5% | -0.6% |
| YTD | +15.4% | +23.1% | -7.7% | +10.2% |
| 1Y | +23.5% | +33.6% | -10.1% | +15.9% |
| 3Y | +93.2% | +44.7% | +48.5% | +76.2% |
| 5Y | +142.0% | +44.9% | +97.0% | +117.0% |
| All | +369.4% | -22.8% | +392.2% | +297.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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