+101.8%
USB vs CBOE
+113.1%
-11.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | 0.0% |
| 7D | +1.4% | +6.0% | -4.5% | +2.0% |
| 30D | +6.4% | +19.9% | -13.5% | +8.5% |
| 3M | -4.5% | +28.4% | -32.8% | -1.8% |
| 6M | +11.4% | +5.2% | +6.2% | +11.7% |
| YTD | +17.1% | +46.4% | -29.3% | +24.0% |
| 1Y | +32.6% | +41.8% | -9.2% | +39.7% |
| 3Y | +101.8% | +114.4% | -12.6% | +129.9% |
| All | +101.8% | +113.1% | -11.3% | +129.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling