+142.0%
CBOE vs FND
-62.8%
+204.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -3.7% | -5.1% | +1.4% | -3.5% |
| 30D | +2.0% | -22.5% | +24.5% | +2.8% |
| 3M | -4.2% | -5.0% | +0.8% | -4.3% |
| 6M | +1.2% | -21.5% | +22.7% | +1.8% |
| YTD | +15.4% | -23.0% | +38.4% | +16.1% |
| 1Y | +23.5% | -44.9% | +68.4% | +26.0% |
| 3Y | +93.2% | -50.0% | +143.2% | +95.3% |
| 5Y | +142.0% | -63.3% | +205.3% | +151.9% |
| All | +142.0% | -62.8% | +204.8% | +151.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling