+52.0%
BAX vs CBOE
+1,341.0%
-1,289.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | 0.0% |
| 7D | +0.1% | +6.3% | -6.2% | -1.0% |
| 30D | +4.1% | +24.9% | -20.9% | 0.0% |
| 3M | -4.5% | +28.5% | -33.0% | -8.9% |
| 6M | +49.2% | +2.9% | +46.4% | +47.6% |
| YTD | +35.2% | +50.7% | -15.4% | +23.5% |
| 1Y | +38.3% | +45.5% | -7.2% | +27.2% |
| 3Y | -19.0% | +116.3% | -135.4% | -32.4% |
| 5Y | -64.2% | +204.3% | -268.5% | -72.5% |
| 10Y | -35.7% | +526.3% | -562.0% | -58.9% |
| All | +52.0% | +1,341.0% | -1,289.1% | -26.5% |
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