+1,036.7%
CBOE vs FLR
+42.5%
+994.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | -4.6% | +0.7% | -5.3% | -4.7% |
| 30D | +2.6% | -0.7% | +3.3% | +2.6% |
| 3M | +4.9% | +14.3% | -9.4% | +2.9% |
| 6M | -2.2% | +25.6% | -27.8% | -5.6% |
| YTD | +17.7% | +42.9% | -25.1% | +11.7% |
| 1Y | +26.1% | +38.7% | -12.7% | +19.6% |
| 3Y | +97.1% | +61.8% | +35.3% | +76.6% |
| 5Y | +149.2% | +254.1% | -104.9% | +95.0% |
| 10Y | +385.1% | +20.0% | +365.0% | +288.1% |
| All | +1,036.7% | +42.5% | +994.1% | +714.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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