-59.5%
FICO vs CBOE
+42.0%
-101.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | +4.0% | +6.9% | -3.0% | +3.2% |
| 30D | -1.5% | +24.1% | -25.7% | -3.5% |
| 3M | -29.8% | +30.9% | -60.7% | -31.4% |
| 6M | -33.3% | +5.9% | -39.1% | -31.7% |
| YTD | -56.9% | +48.2% | -105.1% | -59.1% |
| 1Y | -59.5% | +43.5% | -102.9% | -61.9% |
| All | -59.5% | +42.0% | -101.5% | -61.9% |
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