-1.6%
CDW vs CBOE
+204.4%
-206.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.2% |
| 7D | +2.6% | +6.9% | -4.4% | +2.3% |
| 30D | +20.4% | +24.1% | -3.8% | +19.2% |
| 3M | +28.5% | +30.9% | -2.5% | +26.7% |
| 6M | +70.6% | +5.9% | +64.8% | +70.7% |
| YTD | +29.1% | +48.2% | -19.1% | +22.6% |
| 1Y | +23.8% | +43.5% | -19.7% | +18.1% |
| 3Y | -14.5% | +117.0% | -131.5% | -28.5% |
| 5Y | -1.6% | +203.4% | -204.9% | -31.8% |
| All | -1.6% | +204.4% | -206.0% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling