+199.0%
CBOE vs FFIV
+40.7%
+158.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | -0.1% |
| 7D | +4.5% | +1.9% | +2.6% | +4.4% |
| 30D | +26.2% | -33.3% | +59.5% | +27.6% |
| 3M | +27.1% | -24.9% | +52.0% | +28.0% |
| 6M | +4.2% | -10.5% | +14.7% | +3.9% |
| YTD | +48.0% | +24.4% | +23.6% | +44.7% |
| 1Y | +42.4% | +32.3% | +10.2% | +38.7% |
| 3Y | +116.8% | +99.7% | +17.1% | +95.1% |
| 5Y | +199.0% | +38.4% | +160.6% | +188.4% |
| All | +199.0% | +40.7% | +158.4% | +188.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling