-38.3%
BAX vs CBOE
+379.3%
-417.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -5.4% | -3.7% | -1.7% | -4.9% |
| 30D | -12.4% | +2.0% | -14.4% | -12.8% |
| 3M | +19.1% | -4.2% | +23.3% | +19.4% |
| 6M | +38.6% | +1.2% | +37.4% | +36.6% |
| YTD | +26.7% | +15.4% | +11.3% | +21.7% |
| 1Y | +1.0% | +23.5% | -22.5% | -4.5% |
| 3Y | -33.9% | +93.2% | -127.1% | -44.1% |
| 5Y | -67.0% | +142.0% | -209.0% | -73.8% |
| All | -38.3% | +379.3% | -417.6% | -54.9% |
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 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