+65.2%
CSGP vs CBOE
+526.4%
-461.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.7% | -4.7% |
| 7D | +1.3% | +5.3% | -4.0% | -0.2% |
| 30D | +10.7% | +25.5% | -14.8% | +4.0% |
| 3M | +3.3% | +22.5% | -19.2% | -2.7% |
| 6M | -10.3% | +2.6% | -12.9% | -12.1% |
| YTD | -54.6% | +41.8% | -96.3% | -59.9% |
| 1Y | -54.6% | +40.9% | -95.5% | -59.9% |
| 3Y | -60.3% | +108.7% | -169.1% | -70.0% |
| 5Y | -63.3% | +181.4% | -244.7% | -75.5% |
| All | +65.2% | +526.4% | -461.2% | -14.2% |
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