+149.3%
CBOE vs FDS
-23.5%
+172.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | 0.0% |
| 7D | -0.8% | -8.8% | +8.0% | +0.6% |
| 30D | +2.7% | -1.4% | +4.1% | +2.7% |
| 3M | +0.7% | +13.9% | -13.2% | -1.7% |
| 6M | -2.0% | +27.4% | -29.4% | -6.8% |
| YTD | +17.1% | -2.5% | +19.6% | +17.9% |
| 1Y | +26.5% | -23.8% | +50.3% | +35.3% |
| 3Y | +96.1% | -32.5% | +128.6% | +113.0% |
| 5Y | +149.3% | -23.2% | +172.5% | +160.5% |
| All | +149.3% | -23.5% | +172.8% | +160.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling