+226.3%
CLSK vs CBOE
+89.1%
+137.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.2% | +9.0% | +5.8% |
| 7D | +7.7% | -5.8% | +13.5% | +4.9% |
| 30D | +12.2% | -3.1% | +15.4% | +10.6% |
| 3M | -15.5% | -4.8% | -10.7% | -16.4% |
| 6M | +39.3% | -0.6% | +39.9% | +43.0% |
| YTD | +35.1% | +12.8% | +22.3% | +49.4% |
| 1Y | +34.0% | +19.8% | +14.2% | +54.3% |
| 3Y | +226.3% | +86.9% | +139.3% | +376.4% |
| All | +226.3% | +89.1% | +137.1% | +376.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling