+122.9%
FIX vs CBOE
+29.2%
+93.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | -3.6% | +9.7% | +5.0% |
| 30D | -7.2% | +5.1% | -12.3% | -5.8% |
| 3M | -15.9% | +4.6% | -20.5% | -13.7% |
| 6M | +12.7% | -0.3% | +13.0% | +19.3% |
| YTD | +72.8% | +19.8% | +53.0% | +95.2% |
| 1Y | +122.9% | +28.4% | +94.5% | +161.4% |
| All | +122.9% | +29.2% | +93.7% | +161.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling