+1,528.9%
UNH vs CBOE
+1,020.3%
+508.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -1.7% | -0.8% | -0.9% | -1.5% |
| 30D | -3.8% | +2.7% | -6.5% | -4.7% |
| 3M | -4.3% | +0.7% | -5.0% | -5.1% |
| 6M | +38.6% | -2.0% | +40.6% | +37.4% |
| YTD | +20.7% | +17.1% | +3.5% | +13.3% |
| 1Y | +16.0% | +26.5% | -10.5% | +6.3% |
| 3Y | -13.5% | +96.1% | -109.6% | -32.0% |
| 5Y | +3.5% | +149.3% | -145.8% | -25.6% |
| 10Y | +245.3% | +386.5% | -141.2% | +98.8% |
| All | +1,528.9% | +1,020.3% | +508.6% | +555.4% |
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 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