-2.0%
CBOE vs UUUU
-21.9%
+20.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.6% |
| 7D | -0.8% | +1.8% | -2.6% | -0.5% |
| 30D | +2.7% | +1.8% | +0.9% | +3.2% |
| 3M | +0.7% | +1.3% | -0.5% | +2.6% |
| 6M | -2.0% | -26.8% | +24.8% | -3.1% |
| All | -2.0% | -21.9% | +20.0% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling