-41.2%
CLF vs CBOE
+194.5%
-235.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.4% | +1.5% | +5.2% |
| 7D | -9.1% | +6.0% | -15.0% | -8.6% |
| 30D | -0.9% | +19.9% | -20.9% | +0.5% |
| 3M | +3.0% | +28.4% | -25.4% | +4.8% |
| 6M | +16.7% | +5.2% | +11.5% | +17.2% |
| YTD | -3.2% | +46.4% | -49.6% | -0.9% |
| 1Y | +24.6% | +41.8% | -17.2% | +27.3% |
| 3Y | -22.3% | +114.4% | -136.7% | -26.0% |
| 5Y | -41.2% | +202.9% | -244.1% | -55.5% |
| All | -41.2% | +194.5% | -235.7% | -55.5% |
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