+40.2%
UNP vs CBOE
+202.6%
-162.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -0.7% |
| 7D | +4.2% | +6.3% | -2.0% | +3.8% |
| 30D | +5.6% | +24.9% | -19.4% | +3.9% |
| 3M | +2.0% | +28.5% | -26.4% | +0.1% |
| 6M | +15.4% | +2.9% | +12.5% | +15.5% |
| YTD | +32.7% | +50.7% | -17.9% | +27.2% |
| 1Y | +39.4% | +45.5% | -6.0% | +34.2% |
| 3Y | +54.3% | +116.3% | -62.0% | +37.8% |
| All | +40.2% | +202.6% | -162.4% | +14.7% |
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