+1,354.8%
CBOE vs FFIV
+332.9%
+1,021.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.4% | +2.1% |
| 7D | +6.3% | -0.5% | +6.8% | +6.3% |
| 30D | +24.9% | -32.4% | +57.3% | +30.7% |
| 3M | +28.5% | -25.7% | +54.1% | +32.4% |
| 6M | +2.9% | -13.5% | +16.4% | +3.5% |
| YTD | +50.7% | +21.1% | +29.6% | +44.1% |
| 1Y | +45.5% | +29.4% | +16.1% | +37.7% |
| 3Y | +116.3% | +94.9% | +21.4% | +88.1% |
| 5Y | +204.3% | +34.7% | +169.6% | +177.9% |
| 10Y | +526.3% | +119.0% | +407.3% | +409.2% |
| All | +1,354.8% | +332.9% | +1,021.9% | +945.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling