+225.6%
BA vs CBOE
+1,300.3%
-1,074.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | -0.5% |
| 7D | 0.0% | +6.0% | -5.9% | -1.9% |
| 30D | -8.9% | +19.9% | -28.9% | -14.3% |
| 3M | -25.5% | +28.4% | -53.9% | -31.8% |
| 6M | -27.0% | +5.2% | -32.1% | -29.3% |
| YTD | -20.1% | +46.4% | -66.6% | -32.0% |
| 1Y | -11.0% | +41.8% | -52.8% | -23.3% |
| 3Y | -11.8% | +114.4% | -126.3% | -37.4% |
| 5Y | -20.6% | +202.9% | -223.6% | -52.1% |
| 10Y | +26.6% | +511.3% | -484.7% | -40.6% |
| All | +225.6% | +1,300.3% | -1,074.7% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling