+149.3%
CBOE vs BAH
-3.7%
+153.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.8% | -1.3% | +0.6% | -0.7% |
| 30D | +2.7% | -6.6% | +9.3% | +3.2% |
| 3M | +0.7% | -7.2% | +7.9% | +1.1% |
| 6M | -2.0% | -10.0% | +8.0% | -1.4% |
| YTD | +17.1% | -12.5% | +29.6% | +18.0% |
| 1Y | +26.5% | -27.9% | +54.4% | +29.3% |
| 3Y | +96.1% | -31.4% | +127.5% | +93.3% |
| 5Y | +149.3% | -3.2% | +152.5% | +124.2% |
| All | +149.3% | -3.7% | +153.0% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling