+95.1%
CBOE vs FDS
-30.3%
+125.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.4% |
| 7D | -4.6% | -5.4% | +0.7% | -4.3% |
| 30D | +2.6% | +1.6% | +1.1% | +2.5% |
| 3M | +4.9% | +17.7% | -12.8% | +3.8% |
| 6M | -2.2% | +29.1% | -31.2% | -4.1% |
| YTD | +17.7% | +1.0% | +16.8% | +19.1% |
| 1Y | +26.1% | -21.6% | +47.7% | +32.1% |
| All | +95.1% | -30.3% | +125.5% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling