+139.8%
CBOE vs UEC
+198.6%
-58.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.2% | +2.9% | -2.2% |
| 7D | -5.8% | -9.4% | +3.6% | -5.8% |
| 30D | -3.1% | -8.0% | +4.9% | -3.1% |
| 3M | -4.8% | -1.7% | -3.1% | -4.7% |
| 6M | -0.6% | -26.1% | +25.6% | -0.4% |
| YTD | +12.8% | -10.5% | +23.3% | +12.3% |
| 1Y | +19.8% | -13.3% | +33.1% | +19.1% |
| 3Y | +86.9% | +116.4% | -29.4% | +77.7% |
| All | +139.8% | +198.6% | -58.7% | +120.0% |
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