+1,036.7%
CBOE vs UEC
+315.7%
+720.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -1.8% |
| 7D | -4.6% | +2.6% | -7.2% | -4.7% |
| 30D | +2.6% | +5.6% | -3.0% | +2.3% |
| 3M | +4.9% | -5.7% | +10.6% | +4.8% |
| 6M | -2.2% | -8.0% | +5.9% | -2.7% |
| YTD | +17.7% | +1.8% | +15.9% | +16.2% |
| 1Y | +26.1% | +0.6% | +25.5% | +23.9% |
| 3Y | +97.1% | +155.2% | -58.0% | +80.8% |
| 5Y | +149.2% | +305.8% | -156.6% | +115.1% |
| 10Y | +385.1% | +943.0% | -557.9% | +263.9% |
| All | +1,036.7% | +315.7% | +720.9% | +695.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling