+824.4%
CBOE vs BURL
+970.5%
-146.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +5.3% | +4.1% | +1.2% | +4.8% |
| 30D | +25.5% | -9.5% | +34.9% | +26.7% |
| 3M | +22.5% | -33.5% | +56.0% | +27.6% |
| 6M | +2.6% | -22.1% | +24.7% | +4.9% |
| YTD | +41.8% | -14.6% | +56.4% | +43.1% |
| 1Y | +40.9% | -8.4% | +49.2% | +40.7% |
| 3Y | +108.7% | +86.6% | +22.2% | +83.3% |
| 5Y | +181.4% | -17.2% | +198.6% | +172.9% |
| 10Y | +531.6% | +256.4% | +275.2% | +397.6% |
| All | +824.4% | +970.5% | -146.1% | +571.6% |
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