+2,089.9%
CLS vs CBOE
+201.6%
+1,888.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.5% |
| 7D | +23.5% | +4.5% | +19.1% | +25.2% |
| 30D | -28.9% | +26.2% | -55.2% | -23.6% |
| 3M | -25.2% | +27.1% | -52.3% | -19.2% |
| 6M | -32.1% | +4.2% | -36.3% | -29.6% |
| YTD | -14.1% | +48.0% | -62.1% | -3.5% |
| 1Y | -24.1% | +42.4% | -66.5% | -15.4% |
| 3Y | +897.0% | +116.8% | +780.1% | +1,023.1% |
| 5Y | +2,089.9% | +199.0% | +1,890.9% | +2,033.5% |
| All | +2,089.9% | +201.6% | +1,888.3% | +2,033.5% |
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 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