+94.1%
CBOE vs FFIV
+151.3%
-57.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.2% |
| 7D | -0.8% | +3.5% | -4.2% | -0.5% |
| 30D | +2.7% | -1.3% | +4.0% | +2.6% |
| 3M | +0.7% | +2.4% | -1.7% | +0.9% |
| 6M | -2.0% | +41.8% | -43.8% | +0.3% |
| YTD | +17.1% | +58.5% | -41.4% | +20.9% |
| 1Y | +26.5% | +24.3% | +2.2% | +28.4% |
| All | +94.1% | +151.3% | -57.2% | +105.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling