+52.1%
BAX vs CBOE
+1,045.3%
-993.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | -1.1% | -3.6% | +2.5% | -0.6% |
| 30D | -5.5% | +5.1% | -10.5% | -6.4% |
| 3M | +33.5% | +4.6% | +28.9% | +31.7% |
| 6M | +35.9% | -0.3% | +36.1% | +34.3% |
| YTD | +35.4% | +19.8% | +15.6% | +28.9% |
| 1Y | +9.8% | +28.4% | -18.6% | +2.8% |
| 3Y | -32.7% | +104.1% | -136.8% | -43.7% |
| 5Y | -65.6% | +150.9% | -216.5% | -72.7% |
| 10Y | -34.9% | +393.5% | -428.4% | -56.5% |
| All | +52.1% | +1,045.3% | -993.2% | -23.3% |
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 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