+3,689.8%
FN vs CBOE
+1,028.1%
+2,661.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.1% |
| 7D | -1.7% | -3.6% | +1.9% | -1.0% |
| 30D | -22.0% | +5.1% | -27.1% | -22.7% |
| 3M | -43.0% | +4.6% | -47.6% | -43.8% |
| 6M | -27.7% | -0.3% | -27.5% | -28.6% |
| YTD | -10.5% | +19.8% | -30.3% | -15.1% |
| 1Y | +12.5% | +28.4% | -15.9% | +4.7% |
| 3Y | +153.8% | +104.1% | +49.7% | +101.9% |
| 5Y | +288.0% | +150.9% | +137.1% | +186.6% |
| 10Y | +906.4% | +393.5% | +512.9% | +441.7% |
| All | +3,689.8% | +1,028.1% | +2,661.7% | +994.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling