+95.1%
CBOE vs BUD
+47.7%
+47.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -4.6% | +0.8% | -5.4% | -4.7% |
| 30D | +2.6% | -4.8% | +7.5% | +3.2% |
| 3M | +4.9% | +1.4% | +3.6% | +4.8% |
| 6M | -2.2% | +9.9% | -12.0% | -3.3% |
| YTD | +17.7% | +26.3% | -8.6% | +14.5% |
| 1Y | +26.1% | +36.1% | -10.1% | +21.5% |
| All | +95.1% | +47.7% | +47.4% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling