+1,354.8%
CBOE vs BUD
+137.7%
+1,217.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +1.5% |
| 7D | +6.3% | +1.0% | +5.3% | +6.0% |
| 30D | +24.9% | +6.7% | +18.3% | +23.3% |
| 3M | +28.5% | +5.7% | +22.7% | +26.9% |
| 6M | +2.9% | +5.8% | -2.9% | +1.4% |
| YTD | +50.7% | +34.4% | +16.3% | +40.9% |
| 1Y | +45.5% | +33.3% | +12.2% | +36.2% |
| 3Y | +116.3% | +48.8% | +67.5% | +95.6% |
| 5Y | +204.3% | +52.5% | +151.8% | +169.7% |
| 10Y | +526.3% | -4.0% | +530.3% | +473.0% |
| All | +1,354.8% | +137.7% | +1,217.1% | +888.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling