+64.4%
FDX vs CBOE
+151.5%
-87.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.6% |
| 7D | -3.3% | -4.6% | +1.3% | -3.4% |
| 30D | -1.4% | +2.6% | -4.0% | -1.3% |
| 3M | -4.5% | +4.9% | -9.4% | -4.3% |
| 6M | +9.4% | -2.2% | +11.6% | +9.2% |
| YTD | +36.0% | +17.7% | +18.3% | +34.9% |
| 1Y | +75.5% | +26.1% | +49.4% | +73.6% |
| 3Y | +62.8% | +97.1% | -34.3% | +48.8% |
| 5Y | +64.4% | +149.2% | -84.8% | +36.9% |
| All | +64.4% | +151.5% | -87.1% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling