+199.2%
CBOE vs BAM
+88.1%
+111.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.4% |
| 7D | +6.0% | +5.0% | +1.0% | +6.2% |
| 30D | +19.9% | +16.6% | +3.4% | +20.7% |
| 3M | +28.4% | +2.2% | +26.1% | +28.3% |
| 6M | +5.2% | +9.7% | -4.5% | +5.5% |
| YTD | +46.4% | +5.2% | +41.2% | +46.7% |
| 1Y | +41.8% | +3.9% | +37.9% | +42.1% |
| 3Y | +114.4% | +91.5% | +22.9% | +113.3% |
| All | +199.2% | +88.1% | +111.1% | +199.1% |
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 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