+3.1%
FERG vs CBOE
+39.5%
-36.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.7% |
| 7D | +7.7% | +7.7% | 0.0% | +8.6% |
| 30D | +11.5% | +24.4% | -12.9% | +14.5% |
| 3M | -2.4% | +20.0% | -22.4% | +0.1% |
| 6M | -4.0% | +2.4% | -6.3% | -3.5% |
| YTD | +13.4% | +38.5% | -25.2% | +16.5% |
| 1Y | +3.1% | +39.0% | -35.9% | +5.5% |
| All | +3.1% | +39.5% | -36.4% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling