+134.6%
CLX vs CBOE
+1,045.3%
-910.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -9.2% | -3.6% | -5.6% | -8.8% |
| 30D | -11.0% | +5.1% | -16.1% | -11.6% |
| 3M | +5.0% | +4.6% | +0.4% | +4.1% |
| 6M | -18.8% | -0.3% | -18.6% | -19.4% |
| YTD | -4.4% | +19.8% | -24.2% | -7.6% |
| 1Y | -21.9% | +28.4% | -50.2% | -25.3% |
| 3Y | -32.8% | +104.1% | -136.9% | -40.2% |
| 5Y | -34.6% | +150.9% | -185.5% | -43.8% |
| 10Y | -4.7% | +393.5% | -398.2% | -27.7% |
| All | +134.6% | +1,045.3% | -910.7% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling