-38.6%
FICO vs CBOE
+29.2%
-67.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.6% | -16.7% |
| 7D | -19.2% | -3.6% | -15.6% | -18.5% |
| 30D | -14.6% | +5.1% | -19.7% | -15.8% |
| 3M | -20.1% | +4.6% | -24.7% | -20.7% |
| 6M | -36.3% | -0.3% | -36.1% | -38.1% |
| YTD | -44.9% | +19.8% | -64.6% | -50.3% |
| 1Y | -38.6% | +28.4% | -67.0% | -47.6% |
| All | -38.6% | +29.2% | -67.8% | -47.6% |
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