+3,644.4%
FIX vs CBOE
+521.7%
+3,122.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -1.2% |
| 7D | -13.9% | +6.0% | -19.9% | -14.8% |
| 30D | -35.5% | +19.9% | -55.5% | -37.8% |
| 3M | -33.9% | +28.4% | -62.3% | -37.2% |
| 6M | -43.3% | +5.2% | -48.5% | -44.1% |
| YTD | +18.7% | +46.4% | -27.7% | +6.8% |
| 1Y | +13.8% | +41.8% | -28.1% | +3.2% |
| 3Y | +495.0% | +114.4% | +380.5% | +353.5% |
| 5Y | +1,049.0% | +202.9% | +846.1% | +643.2% |
| 10Y | +3,644.4% | +511.3% | +3,133.1% | +1,723.6% |
| All | +3,644.4% | +521.7% | +3,122.7% | +1,723.6% |
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