-74.7%
CLF vs CBOE
+1,254.1%
-1,328.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.1% | +7.1% | +7.0% |
| 7D | -14.1% | +1.0% | -15.1% | -14.4% |
| 30D | -5.5% | +16.0% | -21.5% | -9.1% |
| 3M | 0.0% | +23.4% | -23.4% | -5.5% |
| 6M | +11.3% | +1.7% | +9.5% | +9.2% |
| YTD | -7.7% | +41.6% | -49.3% | -17.6% |
| 1Y | +17.5% | +38.5% | -20.9% | +5.5% |
| 3Y | -25.4% | +105.7% | -131.2% | -43.0% |
| 5Y | -46.0% | +185.4% | -231.4% | -63.9% |
| 10Y | +80.1% | +504.1% | -424.0% | -10.2% |
| All | -74.7% | +1,254.1% | -1,328.9% | -93.0% |
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