+985.1%
CDW vs CBOE
+879.2%
+105.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.1% |
| 7D | +9.3% | +6.3% | +3.1% | +7.8% |
| 30D | +14.4% | +24.9% | -10.6% | +8.1% |
| 3M | +21.4% | +28.5% | -7.0% | +13.5% |
| 6M | +72.8% | +2.9% | +69.9% | +69.8% |
| YTD | +28.0% | +50.7% | -22.6% | +11.6% |
| 1Y | +19.3% | +45.5% | -26.1% | +5.1% |
| 3Y | -15.3% | +116.3% | -131.6% | -36.3% |
| 5Y | -3.8% | +204.3% | -208.1% | -37.1% |
| 10Y | +318.5% | +526.3% | -207.8% | +114.6% |
| All | +985.1% | +879.2% | +105.9% | +422.2% |
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 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