-0.5%
UNH vs CBOE
+136.7%
-137.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.1% | -2.0% |
| 7D | -4.5% | -5.8% | +1.3% | -3.7% |
| 30D | -6.5% | -3.1% | -3.4% | -6.1% |
| 3M | -6.0% | -4.8% | -1.2% | -5.6% |
| 6M | +33.7% | -0.6% | +34.2% | +32.4% |
| YTD | +16.4% | +12.8% | +3.6% | +12.3% |
| 1Y | +10.1% | +19.8% | -9.7% | +4.8% |
| 3Y | -16.3% | +86.9% | -103.3% | -30.4% |
| All | -0.5% | +136.7% | -137.2% | -25.9% |
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