+485.5%
FDX vs CBOE
+1,045.3%
-559.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -2.5% | -3.6% | +1.1% | -1.8% |
| 30D | +3.8% | +5.1% | -1.3% | +2.6% |
| 3M | -1.3% | +4.6% | -5.9% | -2.8% |
| 6M | +5.0% | -0.3% | +5.3% | +3.5% |
| YTD | +39.6% | +19.8% | +19.9% | +31.3% |
| 1Y | +81.1% | +28.4% | +52.8% | +67.0% |
| 3Y | +63.0% | +104.1% | -41.1% | +29.2% |
| 5Y | +65.6% | +150.9% | -85.3% | +21.7% |
| 10Y | +183.4% | +393.5% | -210.1% | +63.4% |
| All | +485.5% | +1,045.3% | -559.9% | +127.7% |
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