+116.3%
CBOE vs BAH
-26.8%
+143.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.8% |
| 7D | +6.3% | +1.7% | +4.6% | +6.2% |
| 30D | +24.9% | +20.8% | +4.2% | +23.8% |
| 3M | +28.5% | +11.6% | +16.9% | +27.5% |
| 6M | +2.9% | +23.1% | -20.2% | +1.6% |
| YTD | +50.7% | +5.3% | +45.4% | +49.9% |
| 1Y | +45.5% | +6.1% | +39.3% | +44.6% |
| 3Y | +116.3% | -27.5% | +143.8% | +113.6% |
| All | +116.3% | -26.8% | +143.2% | +113.6% |
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