+62.8%
FDX vs CBOE
+95.4%
-32.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.8% |
| 7D | -3.3% | -4.6% | +1.3% | -3.9% |
| 30D | -1.4% | +2.6% | -4.0% | -0.9% |
| 3M | -4.5% | +4.9% | -9.4% | -3.4% |
| 6M | +9.4% | -2.2% | +11.6% | +9.5% |
| YTD | +36.0% | +17.7% | +18.3% | +40.0% |
| 1Y | +75.5% | +26.1% | +49.4% | +82.8% |
| 3Y | +62.8% | +97.1% | -34.3% | +76.6% |
| All | +62.8% | +95.4% | -32.6% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling