+369.2%
UAL vs CBOE
+1,045.3%
-676.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.7% | -3.6% | +4.3% | +1.8% |
| 30D | -16.1% | +5.1% | -21.2% | -17.7% |
| 3M | +6.1% | +4.6% | +1.5% | +3.1% |
| 6M | +10.8% | -0.3% | +11.1% | +8.2% |
| YTD | -0.4% | +19.8% | -20.1% | -9.3% |
| 1Y | +5.0% | +28.4% | -23.3% | -7.1% |
| 3Y | +124.0% | +104.1% | +19.9% | +57.1% |
| 5Y | +141.0% | +150.9% | -9.9% | +51.7% |
| 10Y | +118.0% | +393.5% | -275.5% | -0.4% |
| All | +369.2% | +1,045.3% | -676.1% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling