+30.0%
CL vs CBOE
+149.4%
-119.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -2.2% | -3.6% | +1.4% | -1.5% |
| 30D | -4.8% | +5.1% | -9.9% | -5.9% |
| 3M | +4.9% | +4.6% | +0.3% | +3.5% |
| 6M | -5.7% | -0.3% | -5.5% | -6.6% |
| YTD | +14.4% | +19.8% | -5.4% | +8.2% |
| 1Y | +8.7% | +28.4% | -19.6% | +0.9% |
| 3Y | +30.0% | +104.1% | -74.1% | +7.8% |
| All | +30.0% | +149.4% | -119.4% | +0.4% |
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