+2,953.7%
CLS vs CBOE
+379.3%
+2,574.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.3% |
| 7D | +5.0% | -3.7% | +8.7% | +5.5% |
| 30D | +4.8% | +2.0% | +2.8% | +4.6% |
| 3M | -10.4% | -4.2% | -6.1% | -10.2% |
| 6M | +20.8% | +1.2% | +19.6% | +18.3% |
| YTD | +10.0% | +15.4% | -5.4% | +4.5% |
| 1Y | +28.5% | +23.5% | +5.0% | +20.0% |
| 3Y | +1,292.2% | +93.2% | +1,199.0% | +968.5% |
| 5Y | +3,616.8% | +142.0% | +3,474.8% | +2,454.1% |
| All | +2,953.7% | +379.3% | +2,574.4% | +1,584.5% |
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 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