+204.2%
CBOE vs UEC
+21.1%
+183.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.8% | +1.8% |
| 7D | +6.3% | -3.8% | +10.0% | +6.3% |
| 30D | +24.9% | -13.5% | +38.5% | +24.9% |
| 3M | +28.5% | -40.5% | +68.9% | +28.6% |
| 6M | +2.9% | -56.7% | +59.5% | +3.5% |
| YTD | +50.7% | -43.0% | +93.7% | +50.1% |
| 1Y | +45.5% | -42.5% | +88.0% | +44.8% |
| 3Y | +116.3% | +11.6% | +104.8% | +108.0% |
| All | +204.2% | +21.1% | +183.1% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 5y: compounded portfolio wealth divided by compounded UEC 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…
5y analysis · Full analysis span regression · 6 months rolling