+252.6%
CL vs CBOE
+1,256.0%
-1,003.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.2% |
| 7D | +1.3% | +5.3% | -4.0% | +0.2% |
| 30D | +11.4% | +25.5% | -14.1% | +6.0% |
| 3M | +4.4% | +22.5% | -18.1% | -0.4% |
| 6M | +10.8% | +2.6% | +8.2% | +9.2% |
| YTD | +25.1% | +41.8% | -16.7% | +14.3% |
| 1Y | +28.0% | +40.9% | -12.9% | +17.1% |
| 3Y | +37.6% | +108.7% | -71.1% | +14.6% |
| 5Y | +39.7% | +181.4% | -141.7% | +8.0% |
| 10Y | +75.8% | +531.6% | -455.8% | +13.5% |
| All | +252.6% | +1,256.0% | -1,003.4% | +91.6% |
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