+203.4%
CBOE vs BURL
-9.5%
+212.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.2% |
| 7D | +6.9% | -0.8% | +7.8% | +7.0% |
| 30D | +24.1% | -4.4% | +28.6% | +24.3% |
| 3M | +30.9% | -28.6% | +59.5% | +31.8% |
| 6M | +5.9% | -12.3% | +18.1% | +6.2% |
| YTD | +48.2% | -11.3% | +59.4% | +48.5% |
| 1Y | +43.5% | -10.4% | +53.9% | +43.7% |
| 3Y | +117.0% | +96.1% | +20.9% | +103.3% |
| 5Y | +203.4% | -5.0% | +208.4% | +209.7% |
| All | +203.4% | -9.5% | +212.9% | +209.7% |
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