-72.9%
CLF vs CBOE
+1,317.1%
-1,390.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.9% |
| 7D | +2.3% | +6.9% | -4.6% | +0.7% |
| 30D | +1.9% | +24.1% | -22.2% | -3.4% |
| 3M | +5.9% | +30.9% | -25.1% | -1.3% |
| 6M | +16.9% | +5.9% | +11.1% | +13.8% |
| YTD | -1.1% | +48.2% | -49.2% | -12.6% |
| 1Y | +28.8% | +43.5% | -14.6% | +14.8% |
| 3Y | -20.6% | +117.0% | -137.6% | -40.1% |
| 5Y | -41.5% | +203.4% | -244.9% | -61.5% |
| 10Y | +87.5% | +515.9% | -428.4% | -6.6% |
| All | -72.9% | +1,317.1% | -1,390.0% | -92.5% |
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 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