+128.1%
FIX vs CBOE
+26.0%
+102.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.2% |
| 7D | +3.5% | -0.8% | +4.3% | +3.3% |
| 30D | -3.5% | +2.7% | -6.2% | -2.6% |
| 3M | -11.8% | +0.7% | -12.5% | -10.4% |
| 6M | +17.8% | -2.0% | +19.8% | +24.2% |
| YTD | +73.3% | +17.1% | +56.2% | +96.1% |
| 1Y | +128.1% | +26.5% | +101.6% | +171.4% |
| All | +128.1% | +26.0% | +102.1% | +171.4% |
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