+1,056.2%
CBOE vs BWA
+356.6%
+699.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.4% |
| 7D | -3.6% | +5.7% | -9.3% | -4.3% |
| 30D | +5.1% | +1.4% | +3.7% | +4.8% |
| 3M | +4.6% | -12.1% | +16.7% | +6.0% |
| 6M | -0.3% | +28.6% | -28.8% | -4.2% |
| YTD | +19.8% | +51.1% | -31.3% | +11.6% |
| 1Y | +28.4% | +55.9% | -27.5% | +18.9% |
| 3Y | +104.1% | +70.1% | +34.0% | +83.8% |
| 5Y | +150.9% | +90.7% | +60.2% | +117.2% |
| 10Y | +393.5% | +154.0% | +239.5% | +275.9% |
| All | +1,056.2% | +356.6% | +699.7% | +631.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling