+19.8%
CBOE vs UMAC
+129.0%
-109.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.2% | -2.3% |
| 7D | -5.8% | -3.4% | -2.4% | -5.9% |
| 30D | -3.1% | -15.1% | +11.9% | -3.3% |
| 3M | -4.8% | -10.8% | +6.0% | -4.4% |
| 6M | -0.6% | +15.7% | -16.2% | 0.0% |
| YTD | +12.8% | +80.1% | -67.3% | +13.5% |
| 1Y | +19.8% | +116.7% | -96.9% | +19.7% |
| All | +19.8% | +129.0% | -109.3% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling