+863.2%
CDW vs CBOE
+678.2%
+185.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.2% | -3.6% | +6.8% | +4.1% |
| 30D | +9.3% | +5.1% | +4.2% | +7.7% |
| 3M | +9.8% | +4.6% | +5.2% | +7.9% |
| 6M | +23.3% | -0.3% | +23.6% | +20.8% |
| YTD | +13.7% | +19.8% | -6.1% | +5.2% |
| 1Y | -6.5% | +28.4% | -34.8% | -15.5% |
| 3Y | -25.2% | +104.1% | -129.3% | -44.1% |
| 5Y | -19.5% | +150.9% | -170.4% | -44.9% |
| 10Y | +285.8% | +393.5% | -107.7% | +110.4% |
| All | +863.2% | +678.2% | +185.0% | +392.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling