+283.9%
CBOE vs FND
+56.5%
+227.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -5.8% | -5.8% | -0.1% | -5.3% |
| 30D | -3.1% | -20.2% | +17.1% | -1.3% |
| 3M | -4.8% | -12.0% | +7.2% | -4.0% |
| 6M | -0.6% | -18.5% | +17.9% | +0.6% |
| YTD | +12.8% | -22.3% | +35.0% | +14.3% |
| 1Y | +19.8% | -47.6% | +67.4% | +26.1% |
| 3Y | +86.9% | -49.8% | +136.7% | +92.8% |
| 5Y | +136.5% | -63.0% | +199.5% | +146.7% |
| All | +283.9% | +56.5% | +227.4% | +214.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling