+12.5%
FN vs CBOE
+29.2%
-16.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.1% |
| 7D | -1.7% | -3.6% | +1.9% | -2.3% |
| 30D | -22.0% | +5.1% | -27.1% | -21.2% |
| 3M | -43.0% | +4.6% | -47.6% | -42.9% |
| 6M | -27.7% | -0.3% | -27.5% | -25.1% |
| YTD | -10.5% | +19.8% | -30.3% | +4.5% |
| 1Y | +12.5% | +28.4% | -15.9% | +38.7% |
| All | +12.5% | +29.2% | -16.7% | +38.7% |
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