+1,145.7%
FAST vs CBOE
+1,300.3%
-154.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -0.3% |
| 7D | +4.8% | +6.0% | -1.2% | +3.4% |
| 30D | +8.6% | +19.9% | -11.3% | +4.0% |
| 3M | +5.7% | +28.4% | -22.7% | -0.7% |
| 6M | +25.5% | +5.2% | +20.3% | +22.8% |
| YTD | +39.6% | +46.4% | -6.8% | +25.0% |
| 1Y | +35.5% | +41.8% | -6.3% | +22.3% |
| 3Y | +96.2% | +114.4% | -18.2% | +56.1% |
| 5Y | +110.2% | +202.9% | -92.7% | +50.0% |
| 10Y | +531.8% | +511.3% | +20.5% | +254.3% |
| All | +1,145.7% | +1,300.3% | -154.6% | +359.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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