+262.2%
UMC vs CBOE
+89.1%
+173.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +1.9% |
| 7D | +9.0% | -5.8% | +14.8% | +7.8% |
| 30D | +17.2% | -3.1% | +20.4% | +16.6% |
| 3M | +11.4% | -4.8% | +16.2% | +11.5% |
| 6M | +137.5% | -0.6% | +138.1% | +139.5% |
| YTD | +193.1% | +12.8% | +180.3% | +201.2% |
| 1Y | +240.3% | +19.8% | +220.5% | +252.7% |
| 3Y | +262.2% | +86.9% | +175.3% | +310.0% |
| All | +262.2% | +89.1% | +173.1% | +310.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling