+139.4%
CBOE vs BAM
+67.8%
+71.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.6% |
| 7D | -0.8% | -3.9% | +3.2% | -1.0% |
| 30D | +2.7% | -8.8% | +11.5% | +2.2% |
| 3M | +0.7% | +2.2% | -1.5% | +0.8% |
| 6M | -2.0% | +5.9% | -7.9% | -1.7% |
| YTD | +17.1% | -6.1% | +23.2% | +16.9% |
| 1Y | +26.5% | -11.6% | +38.1% | +26.0% |
| 3Y | +96.1% | +51.7% | +44.4% | +95.9% |
| All | +139.4% | +67.8% | +71.6% | +138.3% |
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