+202.8%
CBOE vs CLBK
+66.9%
+135.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -4.6% | +1.1% | -5.8% | -4.8% |
| 30D | +2.6% | +7.8% | -5.1% | +1.4% |
| 3M | +4.9% | +23.9% | -18.9% | +1.3% |
| 6M | -2.2% | +42.3% | -44.5% | -7.8% |
| YTD | +17.7% | +65.4% | -47.7% | +7.9% |
| 1Y | +26.1% | +70.3% | -44.2% | +14.6% |
| 3Y | +97.1% | +54.5% | +42.6% | +77.2% |
| 5Y | +149.2% | +43.1% | +106.1% | +115.5% |
| All | +202.8% | +66.9% | +135.9% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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