+300.7%
CBOE vs FND
+58.4%
+242.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.3% |
| 7D | -4.6% | +0.4% | -5.0% | -4.7% |
| 30D | +2.6% | -23.6% | +26.2% | +5.0% |
| 3M | +4.9% | +4.3% | +0.6% | +4.0% |
| 6M | -2.2% | -20.3% | +18.1% | -0.8% |
| YTD | +17.7% | -21.3% | +39.0% | +19.2% |
| 1Y | +26.1% | -45.4% | +71.4% | +32.1% |
| 3Y | +97.1% | -48.9% | +146.0% | +102.9% |
| 5Y | +149.2% | -61.0% | +210.2% | +158.1% |
| All | +300.7% | +58.4% | +242.3% | +227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling