+3,332.4%
CLS vs CBOE
+1,045.3%
+2,287.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +4.6% | -3.6% | +8.2% | +5.4% |
| 30D | -13.9% | +5.1% | -19.0% | -14.8% |
| 3M | -26.6% | +4.6% | -31.2% | -27.7% |
| 6M | +15.4% | -0.3% | +15.7% | +13.0% |
| YTD | +5.7% | +19.8% | -14.1% | -1.7% |
| 1Y | +41.1% | +28.4% | +12.8% | +28.6% |
| 3Y | +1,228.6% | +104.1% | +1,124.5% | +885.7% |
| 5Y | +3,240.6% | +150.9% | +3,089.7% | +2,154.9% |
| 10Y | +2,760.3% | +393.5% | +2,366.9% | +1,350.6% |
| All | +3,332.4% | +1,045.3% | +2,287.1% | +954.2% |
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 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