+189.3%
CBOE vs BAM
+90.5%
+98.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.5% | -0.1% |
| 7D | +1.0% | +5.3% | -4.2% | +1.2% |
| 30D | +16.0% | +18.1% | -2.1% | +16.7% |
| 3M | +23.4% | +4.2% | +19.2% | +23.5% |
| 6M | +1.7% | +11.1% | -9.4% | +2.1% |
| YTD | +41.6% | +6.6% | +35.0% | +42.0% |
| 1Y | +38.5% | +6.2% | +32.3% | +38.8% |
| 3Y | +105.7% | +95.0% | +10.7% | +104.7% |
| All | +189.3% | +90.5% | +98.8% | +189.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling