-34.5%
UPS vs CBOE
+145.0%
-179.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.8% |
| 7D | -3.4% | -3.7% | +0.3% | -3.3% |
| 30D | -2.7% | +2.0% | -4.7% | -2.8% |
| 3M | -1.6% | -4.2% | +2.6% | -1.6% |
| 6M | +2.3% | +1.2% | +1.2% | +1.1% |
| YTD | +5.6% | +15.4% | -9.8% | +2.6% |
| 1Y | +27.1% | +23.5% | +3.6% | +22.2% |
| 3Y | -26.3% | +93.2% | -119.5% | -37.4% |
| 5Y | -34.5% | +142.0% | -176.4% | -49.7% |
| All | -34.5% | +145.0% | -179.4% | -49.7% |
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