+1,329.5%
CBOE vs FFIV
+344.8%
+984.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | 0.0% |
| 7D | +4.5% | +1.9% | +2.6% | +4.2% |
| 30D | +26.2% | -33.3% | +59.5% | +32.2% |
| 3M | +27.1% | -24.9% | +52.0% | +30.9% |
| 6M | +4.2% | -10.5% | +14.7% | +4.4% |
| YTD | +48.0% | +24.4% | +23.6% | +41.1% |
| 1Y | +42.4% | +32.3% | +10.2% | +34.5% |
| 3Y | +116.8% | +99.7% | +17.1% | +88.0% |
| 5Y | +199.0% | +38.4% | +160.6% | +172.2% |
| 10Y | +515.4% | +125.0% | +390.4% | +398.7% |
| All | +1,329.5% | +344.8% | +984.7% | +923.8% |
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 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