-63.2%
CSGP vs CBOE
+179.9%
-243.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.7% | -4.7% |
| 7D | +1.3% | +5.3% | -4.0% | 0.0% |
| 30D | +10.7% | +25.5% | -14.8% | +5.3% |
| 3M | +3.3% | +22.5% | -19.2% | -1.6% |
| 6M | -10.3% | +2.6% | -12.9% | -11.7% |
| YTD | -54.6% | +41.8% | -96.3% | -59.4% |
| 1Y | -54.6% | +40.9% | -95.5% | -59.4% |
| 3Y | -60.3% | +108.7% | -169.1% | -70.3% |
| All | -63.2% | +179.9% | -243.1% | -78.2% |
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 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