+1,163.8%
FERG vs CBOE
+1,020.3%
+143.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +0.9% | -0.8% | +1.7% | +0.9% |
| 30D | -15.1% | +2.7% | -17.7% | -15.1% |
| 3M | -4.8% | +0.7% | -5.6% | -4.9% |
| 6M | -2.5% | -2.0% | -0.5% | -2.6% |
| YTD | +1.8% | +17.1% | -15.3% | +0.8% |
| 1Y | -0.3% | +26.5% | -26.8% | -1.7% |
| 3Y | +52.9% | +96.1% | -43.2% | +46.3% |
| 5Y | +69.3% | +149.3% | -80.0% | +59.1% |
| 10Y | +352.7% | +386.5% | -33.8% | +315.3% |
| All | +1,163.8% | +1,020.3% | +143.5% | +970.7% |
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