+100.0%
UAL vs CBOE
+379.3%
-279.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -2.0% | -3.7% | +1.7% | -1.0% |
| 30D | -15.7% | +2.0% | -17.7% | -16.3% |
| 3M | +3.6% | -4.2% | +7.9% | +3.9% |
| 6M | +16.9% | +1.2% | +15.7% | +13.8% |
| YTD | -4.8% | +15.4% | -20.1% | -11.5% |
| 1Y | -0.9% | +23.5% | -24.4% | -10.2% |
| 3Y | +124.5% | +93.2% | +31.3% | +62.6% |
| 5Y | +140.2% | +142.0% | -1.8% | +54.0% |
| All | +100.0% | +379.3% | -279.3% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CBOE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling