+1,416.7%
CBOE vs URA
-31.1%
+1,447.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -3.6% | +1.1% | -4.7% | -3.7% |
| 30D | +5.1% | +7.4% | -2.3% | +4.2% |
| 3M | +4.6% | -8.4% | +13.0% | +5.2% |
| 6M | -0.3% | -12.7% | +12.5% | +0.2% |
| YTD | +19.8% | +7.8% | +12.0% | +16.7% |
| 1Y | +28.4% | +19.5% | +8.9% | +22.6% |
| 3Y | +104.1% | +116.4% | -12.3% | +74.3% |
| 5Y | +150.9% | +134.3% | +16.6% | +104.8% |
| 10Y | +393.5% | +359.3% | +34.2% | +235.1% |
| All | +1,416.7% | -31.1% | +1,447.8% | +1,324.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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