+1,803.7%
CBOE vs BAH
+1,076.0%
+727.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.8% |
| 7D | +6.3% | +1.7% | +4.6% | +6.0% |
| 30D | +24.9% | +20.8% | +4.2% | +20.8% |
| 3M | +28.5% | +11.6% | +16.9% | +25.7% |
| 6M | +2.9% | +23.1% | -20.2% | -1.5% |
| YTD | +50.7% | +5.3% | +45.4% | +47.4% |
| 1Y | +45.5% | +6.1% | +39.3% | +41.9% |
| 3Y | +116.3% | -27.5% | +143.8% | +119.9% |
| 5Y | +204.3% | +6.2% | +198.1% | +180.0% |
| 10Y | +526.3% | +202.2% | +324.1% | +362.6% |
| All | +1,803.7% | +1,076.0% | +727.7% | +891.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling