+39.0%
CBOE vs BAH
+6.2%
+32.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +7.7% | +5.8% | +2.0% | +7.1% |
| 30D | +24.4% | +28.7% | -4.3% | +21.5% |
| 3M | +20.0% | +20.9% | -0.9% | +17.4% |
| 6M | +2.4% | +15.2% | -12.8% | +0.5% |
| YTD | +38.5% | +7.1% | +31.5% | +37.9% |
| 1Y | +39.0% | +6.4% | +32.6% | +37.5% |
| All | +39.0% | +6.2% | +32.8% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling