+1,056.2%
CBOE vs FDS
+428.6%
+627.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.0% |
| 7D | -3.6% | -1.9% | -1.7% | -3.2% |
| 30D | +5.1% | +9.0% | -3.9% | +2.1% |
| 3M | +4.6% | +18.9% | -14.2% | -1.6% |
| 6M | -0.3% | +35.1% | -35.4% | -11.2% |
| YTD | +19.8% | +5.5% | +14.3% | +14.8% |
| 1Y | +28.4% | -16.8% | +45.2% | +32.8% |
| 3Y | +104.1% | -28.1% | +132.2% | +118.6% |
| 5Y | +150.9% | -17.4% | +168.3% | +150.5% |
| 10Y | +393.5% | +85.4% | +308.1% | +252.1% |
| All | +1,056.2% | +428.6% | +627.6% | +451.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling