-65.8%
FLUT vs CBOE
+29.2%
-94.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | -1.6% | -3.6% | +2.0% | -1.7% |
| 30D | +7.7% | +5.1% | +2.7% | +7.6% |
| 3M | -0.7% | +4.6% | -5.3% | -0.9% |
| 6M | -11.2% | -0.3% | -10.9% | -13.7% |
| YTD | -53.4% | +19.8% | -73.2% | -54.3% |
| 1Y | -65.8% | +28.4% | -94.1% | -66.3% |
| All | -65.8% | +29.2% | -94.9% | -66.3% |
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