-63.7%
CSGP vs CBOE
+201.6%
-265.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -6.1% | +4.5% | -10.6% | -7.1% |
| 30D | +0.3% | +26.2% | -25.9% | -4.9% |
| 3M | -1.3% | +27.1% | -28.4% | -6.8% |
| 6M | -8.9% | +4.2% | -13.1% | -10.6% |
| YTD | -55.2% | +48.0% | -103.3% | -60.4% |
| 1Y | -56.4% | +42.4% | -98.8% | -61.0% |
| 3Y | -62.2% | +116.8% | -179.1% | -72.0% |
| 5Y | -63.7% | +199.0% | -262.7% | -79.1% |
| All | -63.7% | +201.6% | -265.3% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling