+13.8%
FIX vs CBOE
+43.6%
-29.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | +0.7% |
| 7D | -13.9% | +6.0% | -19.9% | -11.8% |
| 30D | -35.5% | +19.9% | -55.5% | -30.7% |
| 3M | -33.9% | +28.4% | -62.3% | -27.5% |
| 6M | -43.3% | +5.2% | -48.5% | -39.2% |
| YTD | +18.7% | +46.4% | -27.7% | +48.1% |
| 1Y | +13.8% | +41.8% | -28.1% | +45.5% |
| All | +13.8% | +43.6% | -29.8% | +45.5% |
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 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