+3,616.8%
CLS vs CBOE
+145.0%
+3,471.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.9% |
| 7D | +5.0% | -3.7% | +8.7% | +4.1% |
| 30D | +4.8% | +2.0% | +2.8% | +5.3% |
| 3M | -10.4% | -4.2% | -6.1% | -11.3% |
| 6M | +20.8% | +1.2% | +19.6% | +21.7% |
| YTD | +10.0% | +15.4% | -5.4% | +13.6% |
| 1Y | +28.5% | +23.5% | +5.0% | +34.5% |
| 3Y | +1,292.2% | +93.2% | +1,199.0% | +1,259.7% |
| 5Y | +3,616.8% | +142.0% | +3,474.8% | +3,164.2% |
| All | +3,616.8% | +145.0% | +3,471.8% | +3,164.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling