+28.4%
CBOE vs UUUU
+27.9%
+0.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | 0.0% |
| 7D | -3.6% | -1.4% | -2.3% | -3.7% |
| 30D | +5.1% | +16.3% | -11.2% | +6.0% |
| 3M | +4.6% | -16.7% | +21.3% | +4.9% |
| 6M | -0.3% | -33.7% | +33.4% | -0.1% |
| YTD | +19.8% | -0.5% | +20.2% | +19.4% |
| 1Y | +28.4% | +28.9% | -0.5% | +27.0% |
| All | +28.4% | +27.9% | +0.4% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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