+199.0%
CBOE vs FDS
-23.2%
+222.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.1% |
| 7D | +4.5% | -2.6% | +7.1% | +4.9% |
| 30D | +26.2% | +14.1% | +12.2% | +23.5% |
| 3M | +27.1% | +19.8% | +7.4% | +23.2% |
| 6M | +4.2% | +55.0% | -50.8% | -3.9% |
| YTD | +48.0% | +15.9% | +32.2% | +44.9% |
| 1Y | +42.4% | +24.2% | +18.3% | +36.7% |
| 3Y | +116.8% | -24.0% | +140.9% | +133.9% |
| 5Y | +199.0% | -23.3% | +222.4% | +219.4% |
| All | +199.0% | -23.2% | +222.3% | +219.4% |
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