+70.6%
CDW vs CBOE
+7.3%
+63.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.4% |
| 7D | +2.6% | +6.9% | -4.4% | +3.8% |
| 30D | +20.4% | +24.1% | -3.8% | +25.0% |
| 3M | +28.5% | +30.9% | -2.5% | +34.7% |
| 6M | +70.6% | +5.9% | +64.8% | +61.2% |
| All | +70.6% | +7.3% | +63.3% | +61.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling