-23.6%
CDW vs CBOE
+146.7%
-170.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -4.2% | -0.8% | -3.5% | -4.2% |
| 30D | +4.9% | +2.7% | +2.2% | +4.7% |
| 3M | +7.3% | +0.7% | +6.6% | +7.3% |
| 6M | +19.2% | -2.0% | +21.2% | +17.6% |
| YTD | +6.2% | +17.1% | -11.0% | +1.9% |
| 1Y | -14.0% | +26.5% | -40.5% | -18.6% |
| 3Y | -30.0% | +96.1% | -126.1% | -44.1% |
| 5Y | -23.6% | +149.3% | -172.9% | -47.1% |
| All | -23.6% | +146.7% | -170.3% | -47.1% |
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