+43.0%
CSGP vs CBOE
+396.1%
-353.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | -3.6% | -0.4% | -3.1% |
| 30D | +2.3% | +5.1% | -2.8% | +0.6% |
| 3M | -8.2% | +4.6% | -12.8% | -10.1% |
| 6M | -35.1% | -0.3% | -34.8% | -36.2% |
| YTD | -54.0% | +19.8% | -73.8% | -57.5% |
| 1Y | -65.3% | +28.4% | -93.7% | -68.6% |
| 3Y | -62.6% | +104.1% | -166.7% | -72.0% |
| 5Y | -64.8% | +150.9% | -215.7% | -75.9% |
| All | +43.0% | +396.1% | -353.1% | -28.0% |
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 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