+538.9%
FICO vs CBOE
+514.1%
+24.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.4% | +4.5% | -3.1% | -0.1% |
| 30D | -0.8% | +26.2% | -27.0% | -8.4% |
| 3M | -31.3% | +27.1% | -58.4% | -37.3% |
| 6M | -33.9% | +4.2% | -38.1% | -35.6% |
| YTD | -57.6% | +48.0% | -105.6% | -64.1% |
| 1Y | -59.7% | +42.4% | -102.1% | -65.3% |
| 3Y | -28.0% | +116.8% | -144.9% | -49.8% |
| 5Y | +91.0% | +199.0% | -108.1% | +12.0% |
| All | +538.9% | +514.1% | +24.8% | +166.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling