+144.1%
UMC vs CBOE
+136.7%
+7.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.4% |
| 7D | +9.0% | -5.8% | +14.8% | +9.0% |
| 30D | +17.2% | -3.1% | +20.4% | +17.3% |
| 3M | +11.4% | -4.8% | +16.2% | +11.9% |
| 6M | +137.5% | -0.6% | +138.1% | +135.8% |
| YTD | +193.1% | +12.8% | +180.3% | +186.4% |
| 1Y | +240.3% | +19.8% | +220.5% | +229.6% |
| 3Y | +262.2% | +86.9% | +175.3% | +208.9% |
| All | +144.1% | +136.7% | +7.5% | +78.4% |
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 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