+139.8%
CBOE vs BWA
+87.2%
+52.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.2% |
| 7D | -5.8% | -1.3% | -4.5% | -5.8% |
| 30D | -3.1% | -2.9% | -0.2% | -3.1% |
| 3M | -4.8% | -10.7% | +6.0% | -4.6% |
| 6M | -0.6% | +26.5% | -27.0% | -1.0% |
| YTD | +12.8% | +49.1% | -36.3% | +11.3% |
| 1Y | +19.8% | +52.1% | -32.3% | +18.1% |
| 3Y | +86.9% | +72.6% | +14.4% | +84.3% |
| All | +139.8% | +87.2% | +52.7% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling