-56.4%
FICO vs CBOE
+39.5%
-95.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | +0.4% | +7.7% | -7.3% | -0.5% |
| 30D | +1.7% | +24.4% | -22.8% | -0.6% |
| 3M | -33.0% | +20.0% | -53.1% | -33.9% |
| 6M | -33.9% | +2.4% | -36.2% | -32.6% |
| YTD | -58.5% | +38.5% | -97.1% | -61.3% |
| 1Y | -56.4% | +39.0% | -95.3% | -59.2% |
| All | -56.4% | +39.5% | -95.8% | -59.2% |
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