+1,395.8%
UMC vs CBOE
+1,020.3%
+375.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | +13.6% | -0.8% | +14.4% | +13.7% |
| 30D | +20.8% | +2.7% | +18.1% | +20.3% |
| 3M | +16.1% | +0.7% | +15.4% | +15.6% |
| 6M | +137.3% | -2.0% | +139.3% | +135.7% |
| YTD | +193.8% | +17.1% | +176.6% | +183.0% |
| 1Y | +236.1% | +26.5% | +209.6% | +219.5% |
| 3Y | +267.1% | +96.1% | +171.0% | +217.8% |
| 5Y | +145.3% | +149.3% | -4.0% | +100.9% |
| 10Y | +1,857.3% | +386.5% | +1,470.8% | +1,259.6% |
| All | +1,395.8% | +1,020.3% | +375.4% | +686.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling