+23.5%
CBOE vs FDS
-28.0%
+51.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | -1.4% |
| 7D | -3.7% | -16.0% | +12.3% | -3.3% |
| 30D | +2.0% | -6.7% | +8.7% | +2.1% |
| 3M | -4.2% | +6.0% | -10.2% | -4.4% |
| 6M | +1.2% | +25.1% | -23.9% | +0.6% |
| YTD | +15.4% | -8.1% | +23.5% | +18.0% |
| 1Y | +23.5% | -26.0% | +49.5% | +29.5% |
| All | +23.5% | -28.0% | +51.5% | +29.5% |
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