+65.1%
CSGP vs CBOE
+521.7%
-456.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.4% | -6.3% | -3.9% |
| 7D | -3.2% | +6.0% | -9.1% | -4.8% |
| 30D | +2.2% | +19.9% | -17.7% | -2.9% |
| 3M | -3.7% | +28.4% | -32.0% | -10.5% |
| 6M | -7.4% | +5.2% | -12.6% | -9.8% |
| YTD | -54.9% | +46.4% | -101.3% | -60.6% |
| 1Y | -54.9% | +41.8% | -96.7% | -60.2% |
| 3Y | -61.9% | +114.4% | -176.4% | -71.4% |
| 5Y | -63.1% | +202.9% | -266.0% | -75.9% |
| 10Y | +65.1% | +511.3% | -446.2% | -16.0% |
| All | +65.1% | +521.7% | -456.5% | -16.0% |
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