-51.7%
FIG vs CBOE
+39.5%
-91.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +5.0% | +5.2% |
| 7D | -4.7% | +7.7% | -12.4% | -6.5% |
| 30D | +0.5% | +24.4% | -23.9% | -4.9% |
| 3M | -18.4% | +20.0% | -38.4% | -22.2% |
| 6M | +10.9% | +2.4% | +8.5% | +8.7% |
| YTD | -40.8% | +38.5% | -79.3% | -45.0% |
| 1Y | -51.7% | +39.0% | -90.6% | -55.2% |
| All | -51.7% | +39.5% | -91.2% | -55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling