+102.4%
FN vs CBOE
+112.4%
-10.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.1% | +11.6% | +11.7% |
| 7D | 0.0% | +5.3% | -5.3% | +2.1% |
| 30D | -34.3% | +25.5% | -59.8% | -28.6% |
| 3M | -39.9% | +22.5% | -62.4% | -35.1% |
| 6M | -51.8% | +2.6% | -54.4% | -51.6% |
| YTD | -28.1% | +41.8% | -69.9% | -13.8% |
| 1Y | -29.1% | +40.9% | -69.9% | -15.1% |
| 3Y | +102.4% | +108.7% | -6.3% | +197.9% |
| All | +102.4% | +112.4% | -10.0% | +197.9% |
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