+19.8%
CBOE vs FRSH
-9.2%
+28.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -5.8% | -6.6% | +0.8% | -5.6% |
| 30D | -3.1% | +2.1% | -5.3% | -3.3% |
| 3M | -4.8% | +29.0% | -33.7% | -5.5% |
| 6M | -0.6% | +48.6% | -49.2% | -2.6% |
| YTD | +12.8% | -2.9% | +15.7% | +11.3% |
| 1Y | +19.8% | -7.9% | +27.7% | +18.3% |
| All | +19.8% | -9.2% | +28.9% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 1y: compounded portfolio wealth divided by compounded FRSH 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…
1y analysis · Full analysis span regression · 6 months rolling