+3,304.1%
FN vs CBOE
+1,233.8%
+2,070.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.1% | +12.0% | +11.9% |
| 7D | +16.3% | +1.0% | +15.3% | +16.0% |
| 30D | -24.7% | +16.0% | -40.7% | -27.0% |
| 3M | -34.9% | +23.4% | -58.4% | -37.7% |
| 6M | -41.1% | +1.7% | -42.8% | -41.9% |
| YTD | -19.6% | +41.6% | -61.2% | -26.4% |
| 1Y | -18.5% | +38.5% | -57.0% | -25.1% |
| 3Y | +119.1% | +105.7% | +13.4% | +76.8% |
| 5Y | +206.9% | +185.4% | +21.5% | +121.6% |
| 10Y | +826.4% | +504.1% | +322.3% | +375.3% |
| All | +3,304.1% | +1,233.8% | +2,070.3% | +849.1% |
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 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