-28.9%
FICO vs CBOE
+119.7%
-148.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.3% |
| 7D | +2.2% | +6.3% | -4.1% | +1.9% |
| 30D | +0.1% | +24.9% | -24.9% | -0.7% |
| 3M | -35.2% | +28.5% | -63.6% | -35.4% |
| 6M | -32.4% | +2.9% | -35.2% | -32.0% |
| YTD | -57.4% | +50.7% | -108.1% | -57.3% |
| 1Y | -58.5% | +45.5% | -104.0% | -58.5% |
| 3Y | -28.9% | +116.3% | -145.2% | -28.5% |
| All | -28.9% | +119.7% | -148.5% | -28.5% |
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