+127.6%
CLF vs CBOE
+385.3%
-257.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | -3.2% | +2.7% | -5.9% | -3.9% |
| 3M | -5.0% | +0.7% | -5.7% | -5.8% |
| 6M | +26.6% | -2.0% | +28.6% | +25.1% |
| YTD | -9.0% | +17.1% | -26.1% | -14.5% |
| 1Y | +11.8% | +26.5% | -14.7% | +2.6% |
| 3Y | -15.1% | +96.1% | -111.2% | -36.6% |
| 5Y | -48.2% | +149.3% | -197.5% | -65.7% |
| 10Y | +127.6% | +386.5% | -258.9% | -27.9% |
| All | +127.6% | +385.3% | -257.8% | -27.9% |
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