+989.7%
UNP vs CBOE
+1,025.9%
-36.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -0.7% | -4.6% | +3.9% | +0.4% |
| 30D | -1.1% | +2.6% | -3.8% | -1.9% |
| 3M | +7.9% | +4.9% | +2.9% | +5.8% |
| 6M | +14.6% | -2.2% | +16.8% | +13.6% |
| YTD | +26.6% | +17.7% | +8.9% | +19.2% |
| 1Y | +35.6% | +26.1% | +9.5% | +25.1% |
| 3Y | +45.5% | +97.1% | -51.6% | +15.6% |
| 5Y | +50.0% | +149.2% | -99.2% | +9.6% |
| 10Y | +271.8% | +385.1% | -113.2% | +113.3% |
| All | +989.7% | +1,025.9% | -36.2% | +314.9% |
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 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