+74.6%
BA vs CBOE
+385.3%
-310.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | -11.3% | +2.7% | -14.0% | -12.4% |
| 3M | -3.8% | +0.7% | -4.5% | -5.5% |
| 6M | -8.3% | -2.0% | -6.3% | -9.9% |
| YTD | -4.9% | +17.1% | -22.1% | -13.5% |
| 1Y | -10.1% | +26.5% | -36.6% | -21.1% |
| 3Y | -2.3% | +96.1% | -98.4% | -33.6% |
| 5Y | -3.5% | +149.3% | -152.8% | -43.6% |
| 10Y | +74.6% | +386.5% | -311.9% | -19.1% |
| All | +74.6% | +385.3% | -310.8% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling