+12.3%
FN vs CBOE
+26.4%
-14.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +1.9% |
| 7D | +3.5% | -4.6% | +8.2% | +2.7% |
| 30D | -26.0% | +2.6% | -28.6% | -25.5% |
| 3M | -33.3% | +4.9% | -38.2% | -32.9% |
| 6M | -14.9% | -2.2% | -12.8% | -12.4% |
| YTD | -8.6% | +17.7% | -26.3% | +6.3% |
| 1Y | +12.3% | +26.1% | -13.8% | +37.1% |
| All | +12.3% | +26.4% | -14.1% | +37.1% |
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