-26.5%
FIS vs CBOE
+96.4%
-122.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.4% |
| 7D | -9.1% | -0.8% | -8.3% | -9.0% |
| 30D | -10.4% | +2.7% | -13.1% | -10.7% |
| 3M | -3.7% | +0.7% | -4.4% | -4.1% |
| 6M | -24.8% | -2.0% | -22.8% | -25.6% |
| YTD | -41.6% | +17.1% | -58.7% | -43.5% |
| 1Y | -42.7% | +26.5% | -69.2% | -45.2% |
| All | -26.5% | +96.4% | -122.9% | -32.8% |
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