+81.3%
USB vs CBOE
+524.9%
-443.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.4% |
| 7D | +2.6% | +6.3% | -3.7% | +1.1% |
| 30D | +8.4% | +24.9% | -16.5% | +2.5% |
| 3M | -5.5% | +28.5% | -34.0% | -11.6% |
| 6M | +17.7% | +2.9% | +14.8% | +16.1% |
| YTD | +17.6% | +50.7% | -33.1% | +2.9% |
| 1Y | +33.9% | +45.5% | -11.6% | +18.3% |
| 3Y | +103.8% | +116.3% | -12.5% | +52.9% |
| 5Y | +25.6% | +204.3% | -178.7% | -19.3% |
| All | +81.3% | +524.9% | -443.6% | -9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling