-74.2%
CLF vs CBOE
+1,045.3%
-1,119.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | -3.6% | +11.2% | +8.4% |
| 30D | -1.2% | +5.1% | -6.3% | -2.6% |
| 3M | -13.4% | +4.6% | -18.0% | -14.9% |
| 6M | +15.4% | -0.3% | +15.7% | +13.6% |
| YTD | -5.9% | +19.8% | -25.6% | -12.2% |
| 1Y | +18.8% | +28.4% | -9.5% | +8.4% |
| 3Y | -19.4% | +104.1% | -123.5% | -39.3% |
| 5Y | -47.7% | +150.9% | -198.6% | -64.0% |
| 10Y | +130.4% | +393.5% | -263.1% | +21.5% |
| All | -74.2% | +1,045.3% | -1,119.6% | -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