+91.7%
USB vs CBOE
+526.4%
-434.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | 0.0% | +5.3% | -5.3% | -1.3% |
| 30D | +5.8% | +25.5% | -19.6% | -0.2% |
| 3M | -6.0% | +22.5% | -28.5% | -11.1% |
| 6M | +7.8% | +2.6% | +5.2% | +6.0% |
| YTD | +14.6% | +41.8% | -27.2% | +1.7% |
| 1Y | +31.8% | +40.9% | -9.1% | +17.0% |
| 3Y | +91.5% | +108.7% | -17.2% | +44.0% |
| 5Y | +22.0% | +181.4% | -159.4% | -20.1% |
| All | +91.7% | +526.4% | -434.7% | -13.8% |
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