-65.3%
CSGP vs CBOE
+29.2%
-94.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | -3.6% | -0.4% | -3.9% |
| 30D | +2.3% | +5.1% | -2.8% | +2.0% |
| 3M | -8.2% | +4.6% | -12.8% | -9.2% |
| 6M | -35.1% | -0.3% | -34.8% | -37.9% |
| YTD | -54.0% | +19.8% | -73.8% | -57.4% |
| 1Y | -65.3% | +28.4% | -93.7% | -67.7% |
| All | -65.3% | +29.2% | -94.5% | -67.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling