+1,056.2%
CBOE vs BUD
+125.2%
+931.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -3.6% | +0.3% | -3.9% | -3.7% |
| 30D | +5.1% | -5.7% | +10.7% | +6.3% |
| 3M | +4.6% | +3.1% | +1.5% | +3.8% |
| 6M | -0.3% | +7.9% | -8.1% | -2.2% |
| YTD | +19.8% | +27.3% | -7.6% | +13.3% |
| 1Y | +28.4% | +37.8% | -9.5% | +19.3% |
| 3Y | +104.1% | +49.8% | +54.3% | +84.1% |
| 5Y | +150.9% | +43.8% | +107.1% | +124.8% |
| 10Y | +393.5% | -22.6% | +416.1% | +373.0% |
| All | +1,056.2% | +125.2% | +931.0% | +695.2% |
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