+28.4%
CBOE vs FFIV
+25.9%
+2.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | -0.1% |
| 7D | -3.6% | -1.0% | -2.7% | -3.7% |
| 30D | +5.1% | -5.1% | +10.1% | +4.9% |
| 3M | +4.6% | -4.5% | +9.1% | +4.4% |
| 6M | -0.3% | +36.5% | -36.7% | -0.4% |
| YTD | +19.8% | +53.0% | -33.2% | +19.3% |
| 1Y | +28.4% | +24.2% | +4.1% | +29.8% |
| All | +28.4% | +25.9% | +2.5% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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