+156.7%
CBOE vs BURL
-11.0%
+167.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.7% | -0.1% |
| 7D | -3.6% | -2.8% | -0.8% | -3.6% |
| 30D | +5.1% | -28.2% | +33.2% | +5.8% |
| 3M | +4.6% | -17.6% | +22.2% | +5.0% |
| 6M | -0.3% | -11.8% | +11.5% | 0.0% |
| YTD | +19.8% | -8.1% | +27.9% | +19.9% |
| 1Y | +28.4% | -12.0% | +40.3% | +28.6% |
| 3Y | +104.1% | +63.3% | +40.8% | +94.8% |
| All | +156.7% | -11.0% | +167.7% | +157.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling