+665.4%
FICO vs CBOE
+385.3%
+280.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +5.5% |
| 7D | -10.6% | -0.8% | -9.8% | -10.3% |
| 30D | -6.3% | +2.7% | -9.0% | -7.6% |
| 3M | -19.7% | +0.7% | -20.5% | -20.4% |
| 6M | -31.8% | -2.0% | -29.8% | -32.4% |
| YTD | -41.8% | +17.1% | -59.0% | -46.3% |
| 1Y | -36.4% | +26.5% | -62.9% | -43.0% |
| 3Y | +9.3% | +96.1% | -86.8% | -21.8% |
| 5Y | +113.0% | +149.3% | -36.3% | +33.4% |
| 10Y | +665.4% | +386.5% | +278.9% | +267.3% |
| All | +665.4% | +385.3% | +280.1% | +267.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling