+60.0%
CSGP vs CBOE
+524.9%
-464.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.4% |
| 7D | +1.3% | +6.3% | -4.9% | -0.4% |
| 30D | +2.8% | +24.9% | -22.1% | -3.4% |
| 3M | -6.3% | +28.5% | -34.8% | -13.0% |
| 6M | -3.2% | +2.9% | -6.0% | -4.9% |
| YTD | -54.0% | +50.7% | -104.6% | -60.1% |
| 1Y | -54.8% | +45.5% | -100.3% | -60.4% |
| 3Y | -60.6% | +116.3% | -176.9% | -70.4% |
| 5Y | -62.6% | +204.3% | -267.0% | -75.6% |
| All | +60.0% | +524.9% | -464.9% | -16.3% |
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