+1,413.0%
CBOE vs BAH
+886.2%
+526.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.2% |
| 7D | -3.6% | -3.2% | -0.4% | -3.1% |
| 30D | +5.1% | +2.0% | +3.1% | +4.6% |
| 3M | +4.6% | -7.6% | +12.2% | +5.7% |
| 6M | -0.3% | -5.7% | +5.4% | +0.1% |
| YTD | +19.8% | -11.7% | +31.5% | +21.0% |
| 1Y | +28.4% | -27.4% | +55.7% | +33.9% |
| 3Y | +104.1% | -32.5% | +136.6% | +109.1% |
| 5Y | +150.9% | -3.3% | +154.2% | +133.6% |
| 10Y | +393.5% | +186.0% | +207.5% | +268.2% |
| All | +1,413.0% | +886.2% | +526.8% | +713.8% |
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