+69.4%
USAR vs CBOE
+112.7%
-43.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.6% |
| 7D | -4.4% | -0.8% | -3.7% | -4.7% |
| 30D | -10.4% | +2.7% | -13.1% | -9.4% |
| 3M | -18.4% | +0.7% | -19.1% | -17.0% |
| 6M | -8.8% | -2.0% | -6.8% | -7.1% |
| YTD | +43.4% | +17.1% | +26.2% | +50.4% |
| 1Y | +21.0% | +26.5% | -5.5% | +29.4% |
| 3Y | +67.7% | +96.1% | -28.4% | +85.3% |
| All | +69.4% | +112.7% | -43.3% | +86.9% |
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