-4.4%
CLX vs CBOE
+368.5%
-372.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | -5.7% | -5.8% | +0.1% | -5.1% |
| 30D | -17.0% | -3.1% | -13.9% | -16.8% |
| 3M | -9.7% | -4.8% | -4.9% | -9.4% |
| 6M | -19.8% | -0.6% | -19.3% | -20.4% |
| YTD | -9.8% | +12.8% | -22.6% | -12.2% |
| 1Y | -26.2% | +19.8% | -45.9% | -28.8% |
| 3Y | -36.2% | +86.9% | -123.1% | -42.4% |
| 5Y | -38.3% | +136.5% | -174.9% | -46.4% |
| All | -4.4% | +368.5% | -372.9% | -23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling