+824.7%
EWT vs CBOE
+1,020.3%
-195.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.1% | -0.8% | +2.9% | +2.2% |
| 30D | +9.4% | +2.7% | +6.7% | +8.9% |
| 3M | +10.9% | +0.7% | +10.2% | +10.3% |
| 6M | +57.9% | -2.0% | +59.9% | +56.9% |
| YTD | +75.9% | +17.1% | +58.8% | +69.4% |
| 1Y | +89.7% | +26.5% | +63.2% | +80.0% |
| 3Y | +200.9% | +96.1% | +104.8% | +158.4% |
| 5Y | +154.5% | +149.3% | +5.2% | +106.0% |
| 10Y | +520.8% | +386.5% | +134.3% | +324.3% |
| All | +824.7% | +1,020.3% | -195.6% | +385.6% |
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