+114.4%
CBOE vs BURL
+94.5%
+19.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.3% |
| 7D | +6.0% | +5.9% | +0.1% | +6.3% |
| 30D | +19.9% | -8.3% | +28.3% | +19.4% |
| 3M | +28.4% | -31.6% | +60.0% | +25.5% |
| 6M | +5.2% | -16.6% | +21.8% | +4.5% |
| YTD | +46.4% | -12.1% | +58.5% | +46.3% |
| 1Y | +41.8% | -10.0% | +51.8% | +42.2% |
| 3Y | +114.4% | +94.3% | +20.2% | +123.9% |
| All | +114.4% | +94.5% | +19.9% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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