+2,862.5%
FICO vs CBOE
+1,256.0%
+1,606.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.9% | +5.3% | -6.2% | -2.8% |
| 30D | +3.3% | +25.5% | -22.1% | -4.9% |
| 3M | -31.7% | +22.5% | -54.2% | -37.3% |
| 6M | -34.0% | +2.6% | -36.6% | -35.8% |
| YTD | -58.3% | +41.8% | -100.1% | -64.4% |
| 1Y | -57.9% | +40.9% | -98.8% | -64.0% |
| 3Y | -24.1% | +108.7% | -132.8% | -46.2% |
| 5Y | +85.3% | +181.4% | -96.1% | +13.3% |
| 10Y | +520.3% | +531.6% | -11.3% | +159.6% |
| All | +2,862.5% | +1,256.0% | +1,606.5% | +675.7% |
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