+207.2%
UMC vs CBOE
+29.2%
+178.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +5.0% | -3.6% | +8.6% | +4.2% |
| 30D | +7.7% | +5.1% | +2.6% | +9.0% |
| 3M | +1.7% | +4.6% | -2.9% | +4.2% |
| 6M | +113.9% | -0.3% | +114.2% | +116.8% |
| YTD | +168.9% | +19.8% | +149.1% | +170.7% |
| 1Y | +207.2% | +28.4% | +178.8% | +199.4% |
| All | +207.2% | +29.2% | +178.0% | +199.4% |
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