+67.3%
CSGP vs CBOE
+526.1%
-458.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | -1.8% | +1.0% | -2.8% | -2.1% |
| 30D | +5.3% | +16.0% | -10.7% | +1.1% |
| 3M | +3.3% | +23.4% | -20.1% | -2.9% |
| 6M | -4.7% | +1.7% | -6.4% | -6.2% |
| YTD | -53.5% | +41.6% | -95.1% | -59.0% |
| 1Y | -53.7% | +38.5% | -92.2% | -58.8% |
| 3Y | -59.7% | +105.7% | -165.5% | -69.3% |
| 5Y | -62.5% | +185.4% | -247.9% | -75.0% |
| 10Y | +67.3% | +504.1% | -436.8% | -11.2% |
| All | +67.3% | +526.1% | -458.9% | -11.2% |
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