+369.4%
CBOE vs FFIV
+238.2%
+131.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -3.7% | +1.6% | -5.3% | -3.9% |
| 30D | +2.0% | -3.7% | +5.7% | +2.4% |
| 3M | -4.2% | +2.0% | -6.2% | -4.7% |
| 6M | +1.2% | +39.3% | -38.1% | -3.8% |
| YTD | +15.4% | +56.1% | -40.7% | +7.6% |
| 1Y | +23.5% | +22.0% | +1.5% | +19.1% |
| 3Y | +93.2% | +148.2% | -55.0% | +61.0% |
| 5Y | +142.0% | +96.3% | +45.6% | +108.7% |
| All | +369.4% | +238.2% | +131.2% | +240.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling