-32.1%
BAX vs CBOE
+97.4%
-129.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.8% |
| 7D | -2.4% | -4.6% | +2.2% | -2.7% |
| 30D | -9.7% | +2.6% | -12.4% | -9.6% |
| 3M | +29.3% | +4.9% | +24.3% | +29.6% |
| 6M | +40.7% | -2.2% | +42.8% | +40.7% |
| YTD | +30.3% | +17.7% | +12.5% | +30.4% |
| 1Y | +3.4% | +26.1% | -22.7% | +3.6% |
| All | -32.1% | +97.4% | -129.5% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling