-59.9%
FICO vs CBOE
+39.0%
-98.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.9% | +5.3% | -6.2% | -1.5% |
| 30D | +3.3% | +25.5% | -22.1% | +1.1% |
| 3M | -31.7% | +22.5% | -54.2% | -32.6% |
| 6M | -34.0% | +2.6% | -36.6% | -32.4% |
| YTD | -58.3% | +41.8% | -100.1% | -60.3% |
| All | -59.9% | +39.0% | -98.9% | -62.0% |
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