-37.0%
CLX vs CBOE
+148.7%
-185.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -4.9% | -0.8% | -4.2% | -4.9% |
| 30D | -15.8% | +2.7% | -18.5% | -16.0% |
| 3M | -7.9% | +0.7% | -8.6% | -8.0% |
| 6M | -19.0% | -2.0% | -17.1% | -19.2% |
| YTD | -7.9% | +17.1% | -25.1% | -11.3% |
| 1Y | -25.4% | +26.5% | -51.9% | -29.1% |
| 3Y | -35.0% | +96.1% | -131.1% | -43.6% |
| All | -37.0% | +148.7% | -185.7% | -49.0% |
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