+45.5%
CBOE vs FDS
+25.7%
+19.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +6.3% | +1.5% | +4.8% | +6.2% |
| 30D | +24.9% | +14.8% | +10.1% | +24.1% |
| 3M | +28.5% | +16.3% | +12.2% | +27.2% |
| 6M | +2.9% | +66.2% | -63.4% | +2.3% |
| YTD | +50.7% | +16.2% | +34.4% | +51.9% |
| 1Y | +45.5% | +21.8% | +23.6% | +46.8% |
| All | +45.5% | +25.7% | +19.8% | +46.8% |
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 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