+3.1%
FICO vs CBOE
+103.4%
-100.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.6% | -16.7% |
| 7D | -19.2% | -3.6% | -15.6% | -19.0% |
| 30D | -14.6% | +5.1% | -19.7% | -15.0% |
| 3M | -20.1% | +4.6% | -24.7% | -20.3% |
| 6M | -36.3% | -0.3% | -36.1% | -36.6% |
| YTD | -44.9% | +19.8% | -64.6% | -44.8% |
| 1Y | -38.6% | +28.4% | -67.0% | -38.4% |
| All | +3.1% | +103.4% | -100.3% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling