+89.6%
CL vs CBOE
+524.9%
-435.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.4% |
| 7D | +3.2% | +6.3% | -3.0% | +1.7% |
| 30D | +8.0% | +24.9% | -16.9% | +2.4% |
| 3M | +7.9% | +28.5% | -20.6% | +1.2% |
| 6M | +14.7% | +2.9% | +11.9% | +13.2% |
| YTD | +29.2% | +50.7% | -21.5% | +14.8% |
| 1Y | +29.5% | +45.5% | -15.9% | +16.2% |
| 3Y | +40.7% | +116.3% | -75.7% | +12.7% |
| 5Y | +43.9% | +204.3% | -160.5% | +4.3% |
| All | +89.6% | +524.9% | -435.3% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling