+23.4%
BA vs CBOE
+514.1%
-490.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -0.6% | +4.5% | -5.0% | -2.1% |
| 30D | -8.0% | +26.2% | -34.2% | -15.3% |
| 3M | -25.8% | +27.1% | -52.9% | -32.2% |
| 6M | -27.6% | +4.2% | -31.8% | -29.6% |
| YTD | -21.0% | +48.0% | -69.0% | -34.1% |
| 1Y | -12.3% | +42.4% | -54.7% | -25.6% |
| 3Y | -12.8% | +116.8% | -129.6% | -41.5% |
| 5Y | -22.4% | +199.0% | -221.4% | -57.2% |
| All | +23.4% | +514.1% | -490.7% | -46.4% |
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