-16.2%
BA vs CBOE
+119.7%
-135.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | +0.1% |
| 7D | -1.1% | +6.3% | -7.4% | -0.7% |
| 30D | -7.1% | +24.9% | -32.1% | -5.7% |
| 3M | -25.5% | +28.5% | -54.0% | -24.2% |
| 6M | -28.7% | +2.9% | -31.6% | -28.5% |
| YTD | -21.0% | +50.7% | -71.7% | -17.2% |
| 1Y | -11.9% | +45.5% | -57.3% | -8.1% |
| 3Y | -16.2% | +116.3% | -132.5% | -6.2% |
| All | -16.2% | +119.7% | -135.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling