-47.0%
CLF vs CBOE
+151.5%
-198.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.8% |
| 7D | +6.5% | -4.6% | +11.1% | +6.3% |
| 30D | +0.2% | +2.6% | -2.4% | +0.4% |
| 3M | -3.1% | +4.9% | -8.0% | -3.1% |
| 6M | +25.0% | -2.2% | +27.2% | +24.5% |
| YTD | -7.5% | +17.7% | -25.2% | -7.2% |
| 1Y | +11.5% | +26.1% | -14.6% | +11.9% |
| 3Y | -13.7% | +97.1% | -110.8% | -25.0% |
| 5Y | -47.0% | +149.2% | -196.2% | -61.1% |
| All | -47.0% | +151.5% | -198.5% | -61.1% |
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