+116.3%
CBOE vs BWA
+64.0%
+52.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.7% |
| 7D | +6.3% | +4.3% | +2.0% | +6.8% |
| 30D | +24.9% | -13.0% | +38.0% | +23.0% |
| 3M | +28.5% | -24.8% | +53.3% | +24.7% |
| 6M | +2.9% | -23.5% | +26.4% | +0.5% |
| YTD | +50.7% | +13.8% | +36.8% | +53.6% |
| 1Y | +45.5% | +13.4% | +32.0% | +48.4% |
| 3Y | +116.3% | +62.8% | +53.6% | +133.4% |
| All | +116.3% | +64.0% | +52.4% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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