-22.6%
CLX vs CBOE
+202.6%
-225.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +1.0% |
| 7D | +9.5% | +6.3% | +3.2% | +9.0% |
| 30D | +30.7% | +24.9% | +5.7% | +28.4% |
| 3M | +4.2% | +28.5% | -24.2% | +2.1% |
| 6M | +22.1% | +2.9% | +19.2% | +22.8% |
| YTD | +14.1% | +50.7% | -36.6% | +7.8% |
| 1Y | +10.3% | +45.5% | -35.2% | +4.9% |
| 3Y | -7.8% | +116.3% | -124.1% | -19.2% |
| All | -22.6% | +202.6% | -225.3% | -38.3% |
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