+680.8%
CBOE vs BURL
+1,051.1%
-370.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.7% | -0.3% |
| 7D | -3.6% | -2.8% | -0.8% | -3.3% |
| 30D | +5.1% | -28.2% | +33.2% | +8.8% |
| 3M | +4.6% | -17.6% | +22.2% | +6.6% |
| 6M | -0.3% | -11.8% | +11.5% | +0.6% |
| YTD | +19.8% | -8.1% | +27.9% | +20.2% |
| 1Y | +28.4% | -12.0% | +40.3% | +29.0% |
| 3Y | +104.1% | +63.3% | +40.8% | +83.6% |
| 5Y | +150.9% | -10.8% | +161.7% | +141.6% |
| 10Y | +393.5% | +215.9% | +177.6% | +293.5% |
| All | +680.8% | +1,051.1% | -370.3% | +464.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling