+19.8%
CBOE vs FFIV
+26.0%
-6.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.6% | -2.1% |
| 7D | -5.8% | +5.4% | -11.3% | -5.6% |
| 30D | -3.1% | -2.7% | -0.5% | -3.2% |
| 3M | -4.8% | +4.5% | -9.3% | -4.7% |
| 6M | -0.6% | +42.2% | -42.8% | -0.5% |
| YTD | +12.8% | +61.3% | -48.5% | +12.7% |
| 1Y | +19.8% | +23.0% | -3.3% | +20.8% |
| All | +19.8% | +26.0% | -6.3% | +20.8% |
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