+0.4%
BA vs CBOE
+155.8%
-155.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +1.2% | -3.6% | +4.8% | +1.4% |
| 30D | -11.6% | +5.1% | -16.7% | -12.0% |
| 3M | -2.4% | +4.6% | -7.0% | -3.2% |
| 6M | -6.6% | -0.3% | -6.4% | -6.9% |
| YTD | -2.2% | +19.8% | -22.0% | -5.1% |
| 1Y | -8.0% | +28.4% | -36.4% | -11.7% |
| 3Y | -5.0% | +104.1% | -109.1% | -22.7% |
| All | +0.4% | +155.8% | -155.4% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling