+173.0%
CBOE vs FGI
-70.4%
+243.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | -0.1% |
| 7D | -3.6% | +0.5% | -4.2% | -3.6% |
| 30D | +5.1% | +65.4% | -60.3% | +4.2% |
| 3M | +4.6% | +23.5% | -18.9% | +4.0% |
| 6M | -0.3% | +60.5% | -60.8% | -1.0% |
| YTD | +19.8% | +30.0% | -10.2% | +19.0% |
| 1Y | +28.4% | +82.1% | -53.7% | +25.7% |
| 3Y | +104.1% | -4.4% | +108.5% | +99.7% |
| All | +173.0% | -70.4% | +243.3% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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