-61.9%
CSGP vs CBOE
+113.1%
-175.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.4% | -6.3% | -3.2% |
| 7D | -3.2% | +6.0% | -9.1% | -3.7% |
| 30D | +2.2% | +19.9% | -17.7% | +0.7% |
| 3M | -3.7% | +28.4% | -32.0% | -5.4% |
| 6M | -7.4% | +5.2% | -12.6% | -9.4% |
| YTD | -54.9% | +46.4% | -101.3% | -56.2% |
| 1Y | -54.9% | +41.8% | -96.7% | -56.3% |
| 3Y | -61.9% | +114.4% | -176.4% | -62.5% |
| All | -61.9% | +113.1% | -175.0% | -62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling