-28.9%
CDW vs CBOE
+95.4%
-124.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.7% | -3.5% | -5.4% |
| 7D | -3.9% | -4.6% | +0.8% | -4.5% |
| 30D | +6.9% | +2.6% | +4.3% | +7.3% |
| 3M | +7.7% | +4.9% | +2.8% | +8.8% |
| 6M | +18.3% | -2.2% | +20.5% | +17.0% |
| YTD | +7.8% | +17.7% | -10.0% | +8.8% |
| 1Y | -12.2% | +26.1% | -38.2% | -10.5% |
| 3Y | -28.9% | +97.1% | -126.1% | -31.5% |
| All | -28.9% | +95.4% | -124.3% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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