+419.0%
BAC vs CBOE
+1,045.3%
-626.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +1.1% | -3.6% | +4.7% | +2.3% |
| 30D | -0.4% | +5.1% | -5.5% | -2.3% |
| 3M | +16.9% | +4.6% | +12.3% | +13.7% |
| 6M | +26.6% | -0.3% | +26.9% | +23.6% |
| YTD | +15.8% | +19.8% | -4.0% | +5.0% |
| 1Y | +27.2% | +28.4% | -1.2% | +12.0% |
| 3Y | +132.4% | +104.1% | +28.3% | +62.3% |
| 5Y | +72.6% | +150.9% | -78.3% | +7.9% |
| 10Y | +389.7% | +393.5% | -3.8% | +108.7% |
| All | +419.0% | +1,045.3% | -626.3% | +14.1% |
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