+5,993.3%
FIX vs CBOE
+385.3%
+5,608.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.7% |
| 7D | +6.1% | -4.6% | +10.7% | +7.0% |
| 30D | -2.7% | +2.6% | -5.3% | -3.3% |
| 3M | -10.9% | +4.9% | -15.9% | -12.6% |
| 6M | +29.0% | -2.2% | +31.2% | +27.7% |
| YTD | +76.9% | +17.7% | +59.2% | +66.1% |
| 1Y | +130.7% | +26.1% | +104.7% | +111.8% |
| 3Y | +790.7% | +97.1% | +693.6% | +565.7% |
| 5Y | +2,185.6% | +149.2% | +2,036.4% | +1,422.5% |
| 10Y | +5,993.3% | +385.1% | +5,608.2% | +2,664.8% |
| All | +5,993.3% | +385.3% | +5,608.0% | +2,664.8% |
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