-80.3%
FIG vs CBOE
+22.3%
-102.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.7% | -4.0% | -5.3% |
| 7D | -16.4% | -4.6% | -11.7% | -15.3% |
| 30D | -2.3% | +2.6% | -5.0% | -2.7% |
| 3M | +7.8% | +4.9% | +2.9% | +6.3% |
| 6M | -21.8% | -2.2% | -19.7% | -24.7% |
| YTD | -39.1% | +17.7% | -56.8% | -43.3% |
| 1Y | -56.6% | +26.1% | -82.7% | -60.6% |
| All | -80.3% | +22.3% | -102.6% | -82.2% |
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 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