+1,014.0%
CBOE vs UUUU
+70.4%
+943.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.8% | -1.3% |
| 7D | -3.7% | -5.0% | +1.3% | -3.6% |
| 30D | +2.0% | -7.8% | +9.7% | +2.1% |
| 3M | -4.2% | -0.4% | -3.8% | -4.4% |
| 6M | +1.2% | -32.9% | +34.1% | +1.8% |
| YTD | +15.4% | -6.3% | +21.6% | +14.4% |
| 1Y | +23.5% | +7.9% | +15.6% | +21.3% |
| 3Y | +93.2% | +85.2% | +8.0% | +83.9% |
| 5Y | +142.0% | +97.0% | +45.0% | +126.0% |
| 10Y | +379.2% | +492.6% | -113.4% | +308.1% |
| All | +1,014.0% | +70.4% | +943.7% | +863.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling