+536.5%
FITB vs CBOE
+1,025.9%
-489.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | 0.0% |
| 7D | +2.8% | -4.6% | +7.5% | +4.6% |
| 30D | -4.5% | +2.6% | -7.2% | -5.7% |
| 3M | +5.7% | +4.9% | +0.7% | +2.3% |
| 6M | +17.1% | -2.2% | +19.3% | +15.0% |
| YTD | +18.3% | +17.7% | +0.6% | +6.9% |
| 1Y | +23.9% | +26.1% | -2.2% | +8.2% |
| 3Y | +131.1% | +97.1% | +34.0% | +56.8% |
| 5Y | +71.1% | +149.2% | -78.1% | +0.8% |
| 10Y | +283.9% | +385.1% | -101.2% | +60.0% |
| All | +536.5% | +1,025.9% | -489.5% | +53.5% |
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