+149.8%
FDX vs CBOE
+514.1%
-364.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | +0.8% | +4.5% | -3.7% | 0.0% |
| 30D | +9.9% | +26.2% | -16.3% | +5.4% |
| 3M | -1.9% | +27.1% | -29.0% | -6.2% |
| 6M | +6.1% | +4.2% | +1.9% | +4.8% |
| YTD | +38.8% | +48.0% | -9.3% | +26.4% |
| 1Y | +50.0% | +42.4% | +7.5% | +37.7% |
| 3Y | +71.0% | +116.8% | -45.8% | +38.0% |
| 5Y | +72.5% | +199.0% | -126.6% | +24.1% |
| All | +149.8% | +514.1% | -364.3% | +44.7% |
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 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