+183.3%
UPS vs CBOE
+1,025.9%
-842.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | -2.1% | -4.6% | +2.5% | -1.4% |
| 30D | -2.3% | +2.6% | -5.0% | -2.8% |
| 3M | -5.2% | +4.9% | -10.1% | -6.6% |
| 6M | +1.4% | -2.2% | +3.6% | +0.5% |
| YTD | +6.1% | +17.7% | -11.6% | +1.3% |
| 1Y | +27.0% | +26.1% | +0.9% | +19.4% |
| 3Y | -25.9% | +97.1% | -123.0% | -37.7% |
| 5Y | -34.6% | +149.2% | -183.8% | -48.2% |
| 10Y | +36.2% | +385.1% | -348.9% | -9.5% |
| All | +183.3% | +1,025.9% | -842.6% | +38.9% |
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