+97.1%
CBOE vs BAH
-32.1%
+129.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.7% |
| 7D | -4.6% | -4.3% | -0.3% | -4.5% |
| 30D | +2.6% | -4.5% | +7.1% | +2.8% |
| 3M | +4.9% | -7.6% | +12.5% | +5.0% |
| 6M | -2.2% | -10.6% | +8.4% | -1.9% |
| YTD | +17.7% | -12.6% | +30.3% | +18.3% |
| 1Y | +26.1% | -27.0% | +53.1% | +26.9% |
| 3Y | +97.1% | -31.5% | +128.6% | +93.6% |
| All | +97.1% | -32.1% | +129.2% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling