-39.3%
FICO vs CBOE
+26.4%
-65.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -15.4% | -4.6% | -10.8% | -14.6% |
| 30D | -10.4% | +2.6% | -13.0% | -11.2% |
| 3M | -22.7% | +4.9% | -27.6% | -23.3% |
| 6M | -36.8% | -2.2% | -34.6% | -38.3% |
| YTD | -44.8% | +17.7% | -62.5% | -50.1% |
| 1Y | -39.3% | +26.1% | -65.4% | -47.9% |
| All | -39.3% | +26.4% | -65.7% | -47.9% |
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