+94.1%
CBOE vs BBWI
-47.8%
+142.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | -0.8% |
| 7D | -0.8% | -4.4% | +3.7% | -1.0% |
| 30D | +2.7% | -7.4% | +10.1% | +2.4% |
| 3M | +0.7% | -2.2% | +2.9% | +0.5% |
| 6M | -2.0% | -16.3% | +14.3% | -2.4% |
| YTD | +17.1% | -9.1% | +26.3% | +17.1% |
| 1Y | +26.5% | -34.5% | +61.0% | +25.0% |
| All | +94.1% | -47.8% | +142.0% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling