+2.9%
CBOE vs BWA
-20.0%
+22.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.7% |
| 7D | +6.3% | +4.3% | +2.0% | +7.4% |
| 30D | +24.9% | -13.0% | +38.0% | +21.2% |
| 3M | +28.5% | -24.8% | +53.3% | +21.3% |
| 6M | +2.9% | -23.5% | +26.4% | -0.4% |
| All | +2.9% | -20.0% | +22.9% | -0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling