+44.3%
UNP vs CBOE
+93.5%
-49.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | -1.2% | -3.7% | +2.5% | -1.2% |
| 30D | -2.0% | +2.0% | -3.9% | -1.9% |
| 3M | +7.5% | -4.2% | +11.8% | +7.5% |
| 6M | +15.3% | +1.2% | +14.2% | +15.4% |
| YTD | +25.4% | +15.4% | +10.0% | +25.8% |
| 1Y | +35.6% | +23.5% | +12.1% | +36.2% |
| All | +44.3% | +93.5% | -49.2% | +45.3% |
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 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