+3,819.9%
FICO vs CBOE
+1,045.3%
+2,774.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.6% | -16.7% |
| 7D | -19.2% | -3.6% | -15.6% | -18.2% |
| 30D | -14.6% | +5.1% | -19.7% | -16.5% |
| 3M | -20.1% | +4.6% | -24.7% | -21.9% |
| 6M | -36.3% | -0.3% | -36.1% | -37.3% |
| YTD | -44.9% | +19.8% | -64.6% | -49.5% |
| 1Y | -38.6% | +28.4% | -67.0% | -45.3% |
| 3Y | +4.0% | +104.1% | -100.1% | -26.1% |
| 5Y | +99.5% | +150.9% | -51.4% | +27.4% |
| 10Y | +604.7% | +393.5% | +211.2% | +225.1% |
| All | +3,819.9% | +1,045.3% | +2,774.6% | +998.9% |
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 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