+28.1%
BA vs CBOE
+526.1%
-498.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -1.7% | +1.0% | -2.7% | -2.1% |
| 30D | -9.5% | +16.0% | -25.4% | -14.1% |
| 3M | -26.5% | +23.4% | -49.9% | -32.2% |
| 6M | -27.4% | +1.7% | -29.1% | -28.9% |
| YTD | -20.6% | +41.6% | -62.2% | -32.7% |
| 1Y | -11.4% | +38.5% | -49.9% | -24.3% |
| 3Y | -10.8% | +105.7% | -116.6% | -39.1% |
| 5Y | -21.9% | +185.4% | -207.3% | -56.3% |
| 10Y | +28.1% | +504.1% | -476.0% | -44.9% |
| All | +28.1% | +526.1% | -498.0% | -44.9% |
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