+392.9%
BAC vs CBOE
+368.5%
+24.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +0.8% |
| 7D | 0.0% | -5.8% | +5.8% | +1.6% |
| 30D | -2.8% | -3.1% | +0.4% | -2.1% |
| 3M | +14.2% | -4.8% | +19.0% | +14.8% |
| 6M | +30.5% | -0.6% | +31.1% | +27.9% |
| YTD | +15.8% | +12.8% | +3.0% | +8.5% |
| 1Y | +26.2% | +19.8% | +6.4% | +15.6% |
| 3Y | +136.5% | +86.9% | +49.6% | +77.1% |
| 5Y | +75.9% | +136.5% | -60.6% | +17.1% |
| All | +392.9% | +368.5% | +24.4% | +117.5% |
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