+518.7%
CBOE vs FDS
+127.7%
+391.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +6.3% | +1.5% | +4.8% | +5.8% |
| 30D | +24.9% | +14.8% | +10.1% | +20.1% |
| 3M | +28.5% | +16.3% | +12.2% | +22.6% |
| 6M | +2.9% | +66.2% | -63.4% | -12.9% |
| YTD | +50.7% | +16.2% | +34.4% | +41.3% |
| 1Y | +45.5% | +21.8% | +23.6% | +33.8% |
| 3Y | +116.3% | -23.9% | +140.2% | +131.1% |
| 5Y | +204.3% | -23.1% | +227.4% | +218.0% |
| All | +518.7% | +127.7% | +391.1% | +313.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling