+28.4%
CBOE vs FDS
-17.4%
+45.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | 0.0% |
| 7D | -3.6% | -1.9% | -1.7% | -3.6% |
| 30D | +5.1% | +9.0% | -3.9% | +4.9% |
| 3M | +4.6% | +18.9% | -14.2% | +4.1% |
| 6M | -0.3% | +35.1% | -35.4% | -0.8% |
| YTD | +19.8% | +5.5% | +14.3% | +22.1% |
| 1Y | +28.4% | -16.8% | +45.2% | +33.4% |
| All | +28.4% | -17.4% | +45.7% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling