-44.3%
FLUT vs CBOE
+96.4%
-140.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -2.6% | -0.8% | -1.8% | -2.7% |
| 30D | +5.4% | +2.7% | +2.7% | +5.8% |
| 3M | -10.8% | +0.7% | -11.5% | -10.7% |
| 6M | -9.2% | -2.0% | -7.2% | -9.8% |
| YTD | -53.8% | +17.1% | -70.9% | -52.0% |
| 1Y | -66.0% | +26.5% | -92.5% | -63.8% |
| All | -44.3% | +96.4% | -140.7% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling