+6.9%
FPS vs CBOE
+8.0%
-1.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.3% |
| 7D | +5.3% | -0.8% | +6.1% | +5.0% |
| 30D | -17.6% | +2.7% | -20.3% | -16.3% |
| 3M | -45.8% | +0.7% | -46.5% | -44.4% |
| 6M | -10.1% | -2.0% | -8.1% | -8.4% |
| All | +6.9% | +8.0% | -1.2% | +16.4% |
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