+2,943.2%
FICO vs CBOE
+1,254.1%
+1,689.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.9% | +2.8% |
| 7D | -0.1% | +1.0% | -1.1% | -0.4% |
| 30D | +8.4% | +16.0% | -7.6% | +2.7% |
| 3M | -30.5% | +23.4% | -53.9% | -36.3% |
| 6M | -35.7% | +1.7% | -37.4% | -37.2% |
| YTD | -57.2% | +41.6% | -98.8% | -63.4% |
| 1Y | -58.4% | +38.5% | -96.9% | -64.1% |
| 3Y | -24.8% | +105.7% | -130.6% | -46.4% |
| 5Y | +79.3% | +185.4% | -106.1% | +9.0% |
| 10Y | +531.6% | +504.1% | +27.6% | +169.1% |
| All | +2,943.2% | +1,254.1% | +1,689.1% | +697.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling