+24.4%
USB vs CBOE
+204.4%
-180.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | -0.5% | +6.9% | -7.5% | -0.6% |
| 30D | +5.7% | +24.1% | -18.4% | +5.4% |
| 3M | -4.7% | +30.9% | -35.6% | -5.0% |
| 6M | +13.4% | +5.9% | +7.6% | +13.6% |
| YTD | +17.0% | +48.2% | -31.2% | +15.5% |
| 1Y | +32.4% | +43.5% | -11.1% | +30.9% |
| 3Y | +101.7% | +117.0% | -15.3% | +86.7% |
| 5Y | +24.4% | +203.4% | -178.9% | +4.2% |
| All | +24.4% | +204.4% | -180.0% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling