-80.9%
FIG vs CBOE
+21.7%
-102.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -14.5% | -0.8% | -13.7% | -14.3% |
| 30D | -13.3% | +2.7% | -16.0% | -13.7% |
| 3M | +7.4% | +0.7% | +6.7% | +7.1% |
| 6M | -27.8% | -2.0% | -25.8% | -30.3% |
| YTD | -41.1% | +17.1% | -58.2% | -45.0% |
| 1Y | -58.7% | +26.5% | -85.2% | -62.4% |
| All | -80.9% | +21.7% | -102.6% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling