+155.7%
FDX vs CBOE
+520.8%
-365.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | -2.1% | +6.9% | -9.0% | -3.2% |
| 30D | +10.4% | +24.1% | -13.7% | +6.2% |
| 3M | +0.5% | +30.9% | -30.5% | -4.4% |
| 6M | +6.5% | +5.9% | +0.6% | +4.8% |
| YTD | +40.2% | +48.2% | -7.9% | +27.7% |
| 1Y | +52.1% | +43.5% | +8.6% | +39.4% |
| 3Y | +72.8% | +117.0% | -44.2% | +39.4% |
| 5Y | +76.3% | +203.4% | -127.1% | +26.3% |
| 10Y | +155.7% | +515.9% | -360.2% | +46.2% |
| All | +155.7% | +520.8% | -365.1% | +46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling