-52.0%
FIG vs CBOE
+44.9%
-96.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.0% | +2.4% |
| 7D | +3.4% | +6.3% | -2.9% | +1.9% |
| 30D | -9.5% | +24.9% | -34.4% | -14.5% |
| 3M | -26.2% | +28.5% | -54.6% | -30.9% |
| 6M | +2.7% | +2.9% | -0.2% | +2.8% |
| YTD | -48.0% | +50.7% | -98.6% | -52.6% |
| 1Y | -52.0% | +45.5% | -97.5% | -56.5% |
| All | -52.0% | +44.9% | -96.9% | -56.5% |
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 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