-8.8%
BA vs CBOE
+26.4%
-35.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.8% |
| 7D | +2.5% | -4.6% | +7.1% | +2.2% |
| 30D | -10.1% | +2.6% | -12.7% | -9.9% |
| 3M | -2.4% | +4.9% | -7.3% | -2.8% |
| 6M | -8.8% | -2.2% | -6.7% | -7.5% |
| YTD | -2.9% | +17.7% | -20.7% | -1.6% |
| 1Y | -8.8% | +26.1% | -34.8% | -6.2% |
| All | -8.8% | +26.4% | -35.1% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling