+92.5%
USB vs CBOE
+112.3%
-19.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.4% | -1.9% |
| 7D | -1.5% | +12.4% | -13.8% | -0.3% |
| 30D | +4.3% | +26.9% | -22.6% | +7.0% |
| 3M | -6.1% | +24.3% | -30.4% | -3.7% |
| 6M | +9.4% | +3.1% | +6.3% | +9.6% |
| YTD | +15.2% | +41.7% | -26.5% | +21.6% |
| 1Y | +32.8% | +41.5% | -8.7% | +40.2% |
| All | +92.5% | +112.3% | -19.8% | +125.0% |
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 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