+28.4%
CBOE vs BAM
-8.8%
+37.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | 0.0% |
| 7D | -3.6% | -2.0% | -1.6% | -3.8% |
| 30D | +5.1% | -2.9% | +8.0% | +4.8% |
| 3M | +4.6% | +9.4% | -4.8% | +5.0% |
| 6M | -0.3% | +10.8% | -11.0% | +0.2% |
| YTD | +19.8% | -0.4% | +20.2% | +19.8% |
| 1Y | +28.4% | -10.9% | +39.2% | +28.1% |
| All | +28.4% | -8.8% | +37.2% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling