+350.7%
USB vs CBOE
+1,045.3%
-694.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +1.4% | -3.6% | +5.1% | +2.4% |
| 30D | -1.3% | +5.1% | -6.4% | -2.8% |
| 3M | +15.2% | +4.6% | +10.6% | +12.8% |
| 6M | +18.8% | -0.3% | +19.1% | +16.7% |
| YTD | +21.0% | +19.8% | +1.3% | +12.0% |
| 1Y | +34.0% | +28.4% | +5.7% | +21.0% |
| 3Y | +95.3% | +104.1% | -8.8% | +45.7% |
| 5Y | +40.4% | +150.9% | -110.5% | -4.6% |
| 10Y | +107.3% | +393.5% | -286.2% | +7.0% |
| All | +350.7% | +1,045.3% | -694.6% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling