+115.0%
UMC vs CBOE
+39.5%
+75.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.0% |
| 7D | -14.7% | +7.7% | -22.4% | -12.5% |
| 30D | -32.9% | +24.4% | -57.3% | -28.4% |
| 3M | -22.2% | +20.0% | -42.2% | -17.5% |
| 6M | +25.9% | +2.4% | +23.5% | +30.1% |
| YTD | +107.9% | +38.5% | +69.4% | +129.9% |
| 1Y | +115.0% | +39.0% | +76.1% | +139.1% |
| All | +115.0% | +39.5% | +75.5% | +139.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling