+284.0%
FITB vs CBOE
+368.5%
-84.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +1.3% |
| 7D | -0.3% | -5.8% | +5.5% | +1.9% |
| 30D | -5.7% | -3.1% | -2.5% | -4.8% |
| 3M | +3.2% | -4.8% | +7.9% | +3.9% |
| 6M | +23.4% | -0.6% | +24.0% | +20.1% |
| YTD | +18.8% | +12.8% | +6.0% | +9.0% |
| 1Y | +25.0% | +19.8% | +5.2% | +11.3% |
| 3Y | +131.2% | +86.9% | +44.3% | +57.1% |
| 5Y | +70.7% | +136.5% | -65.8% | -1.1% |
| All | +284.0% | +368.5% | -84.5% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling