-67.1%
BAX vs CBOE
+146.7%
-213.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -5.1% | -0.8% | -4.3% | -5.0% |
| 30D | -12.2% | +2.7% | -14.9% | -12.4% |
| 3M | +21.8% | +0.7% | +21.1% | +21.5% |
| 6M | +36.3% | -2.0% | +38.3% | +35.6% |
| YTD | +27.8% | +17.1% | +10.7% | +23.8% |
| 1Y | -0.1% | +26.5% | -26.6% | -4.5% |
| 3Y | -33.3% | +96.1% | -129.4% | -43.4% |
| 5Y | -67.1% | +149.3% | -216.4% | -74.3% |
| All | -67.1% | +146.7% | -213.8% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling