+1,914.6%
CLS vs CBOE
+524.9%
+1,389.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -5.6% |
| 7D | +16.3% | +6.3% | +10.0% | +15.6% |
| 30D | -25.7% | +24.9% | -50.6% | -27.7% |
| 3M | -30.9% | +28.5% | -59.3% | -33.1% |
| 6M | -35.5% | +2.9% | -38.4% | -35.7% |
| YTD | -18.7% | +50.7% | -69.4% | -25.5% |
| 1Y | -17.9% | +45.5% | -63.4% | -24.2% |
| 3Y | +838.1% | +116.3% | +721.8% | +638.8% |
| 5Y | +1,971.9% | +204.3% | +1,767.6% | +1,287.4% |
| All | +1,914.6% | +524.9% | +1,389.7% | +845.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling