-70.8%
FIS vs CBOE
+202.6%
-273.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.8% |
| 7D | +2.8% | +6.3% | -3.5% | +1.6% |
| 30D | -16.7% | +24.9% | -41.7% | -20.3% |
| 3M | -32.3% | +28.5% | -60.7% | -35.6% |
| 6M | -29.1% | +2.9% | -31.9% | -29.7% |
| YTD | -54.1% | +50.7% | -104.8% | -58.8% |
| 1Y | -53.7% | +45.5% | -99.2% | -58.0% |
| 3Y | -38.8% | +116.3% | -155.2% | -50.9% |
| All | -70.8% | +202.6% | -273.4% | -80.1% |
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