+89.2%
USB vs CBOE
+526.1%
-436.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.6% |
| 7D | +0.8% | +1.0% | -0.3% | +0.5% |
| 30D | +6.8% | +16.0% | -9.2% | +2.8% |
| 3M | -3.8% | +23.4% | -27.2% | -9.1% |
| 6M | +11.7% | +1.7% | +10.0% | +10.2% |
| YTD | +17.5% | +41.6% | -24.1% | +4.3% |
| 1Y | +33.8% | +38.5% | -4.7% | +19.5% |
| 3Y | +104.2% | +105.7% | -1.5% | +54.6% |
| 5Y | +26.4% | +185.4% | -159.0% | -17.6% |
| 10Y | +89.2% | +504.1% | -414.9% | -7.0% |
| All | +89.2% | +526.1% | -436.9% | -7.0% |
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