+34.0%
CLSK vs CBOE
+20.5%
+13.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.2% | +9.0% | +6.2% |
| 7D | +7.7% | -5.8% | +13.5% | +6.2% |
| 30D | +12.2% | -3.1% | +15.4% | +11.3% |
| 3M | -15.5% | -4.8% | -10.7% | -15.5% |
| 6M | +39.3% | -0.6% | +39.9% | +38.2% |
| YTD | +35.1% | +12.8% | +22.3% | +25.1% |
| 1Y | +34.0% | +19.8% | +14.2% | +34.2% |
| All | +34.0% | +20.5% | +13.5% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling