+1,503.8%
SHW vs CBOE
+1,341.0%
+162.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.6% |
| 7D | +1.9% | +6.3% | -4.4% | +0.4% |
| 30D | +8.1% | +24.9% | -16.9% | +2.4% |
| 3M | -2.8% | +28.5% | -31.2% | -8.8% |
| 6M | +15.0% | +2.9% | +12.2% | +13.2% |
| YTD | +9.0% | +50.7% | -41.7% | -3.8% |
| 1Y | +4.5% | +45.5% | -41.0% | -6.9% |
| 3Y | +41.9% | +116.3% | -74.5% | +11.0% |
| 5Y | +10.7% | +204.3% | -193.6% | -22.6% |
| 10Y | +340.4% | +526.3% | -185.9% | +144.6% |
| All | +1,503.8% | +1,341.0% | +162.8% | +568.3% |
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