+78.9%
UBER vs CBOE
+136.7%
-57.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -5.4% | -5.8% | +0.4% | -4.6% |
| 30D | -4.9% | -3.1% | -1.7% | -4.6% |
| 3M | +3.0% | -4.8% | +7.8% | +3.6% |
| 6M | -4.4% | -0.6% | -3.8% | -5.7% |
| YTD | -12.3% | +12.8% | -25.1% | -16.0% |
| 1Y | -24.3% | +19.8% | -44.1% | -28.6% |
| 3Y | +46.4% | +86.9% | -40.5% | +10.5% |
| All | +78.9% | +136.7% | -57.8% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling