-83.0%
FRMI vs CBOE
+20.0%
-103.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.4% |
| 7D | +15.9% | -0.8% | +16.7% | +15.6% |
| 30D | -6.0% | +2.7% | -8.6% | -4.7% |
| 3M | -1.6% | +0.7% | -2.3% | +2.8% |
| 6M | -30.7% | -2.0% | -28.7% | -26.0% |
| YTD | -30.9% | +17.1% | -48.0% | -32.6% |
| All | -83.0% | +20.0% | -103.0% | -83.1% |
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