-64.8%
FIS vs CBOE
+145.0%
-209.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | -8.9% | -3.7% | -5.2% | -8.2% |
| 30D | -9.9% | +2.0% | -11.9% | -10.4% |
| 3M | 0.0% | -4.2% | +4.2% | +0.4% |
| 6M | -22.9% | +1.2% | -24.1% | -24.3% |
| YTD | -40.9% | +15.4% | -56.3% | -43.8% |
| 1Y | -40.4% | +23.5% | -63.9% | -44.4% |
| 3Y | -25.4% | +93.2% | -118.5% | -39.7% |
| 5Y | -64.8% | +142.0% | -206.8% | -74.9% |
| All | -64.8% | +145.0% | -209.8% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling