+202.6%
CBOE vs BAM
+80.8%
+121.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.2% |
| 7D | +4.5% | -2.0% | +6.5% | +4.4% |
| 30D | +26.2% | +13.7% | +12.6% | +26.9% |
| 3M | +27.1% | -4.8% | +31.9% | +26.6% |
| 6M | +4.2% | +7.6% | -3.4% | +4.4% |
| YTD | +48.0% | +1.2% | +46.9% | +48.1% |
| 1Y | +42.4% | -2.3% | +44.7% | +42.4% |
| 3Y | +116.8% | +84.1% | +32.7% | +115.4% |
| All | +202.6% | +80.8% | +121.8% | +201.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling