+45.0%
FIS vs CBOE
+1,341.0%
-1,296.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.7% |
| 7D | +2.8% | +6.3% | -3.5% | +1.1% |
| 30D | -16.7% | +24.9% | -41.7% | -21.9% |
| 3M | -32.3% | +28.5% | -60.7% | -37.2% |
| 6M | -29.1% | +2.9% | -31.9% | -30.4% |
| YTD | -54.1% | +50.7% | -104.8% | -60.2% |
| 1Y | -53.7% | +45.5% | -99.2% | -59.4% |
| 3Y | -38.8% | +116.3% | -155.2% | -53.4% |
| 5Y | -71.1% | +204.3% | -275.4% | -80.5% |
| 10Y | -53.1% | +526.3% | -579.4% | -75.5% |
| All | +45.0% | +1,341.0% | -1,296.1% | -47.7% |
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