+632.7%
CSGP vs CBOE
+1,316.0%
-683.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -6.1% | +4.5% | -10.6% | -7.4% |
| 30D | +0.3% | +26.2% | -25.9% | -6.7% |
| 3M | -1.3% | +27.1% | -28.4% | -8.8% |
| 6M | -8.9% | +4.2% | -13.1% | -11.3% |
| YTD | -55.2% | +48.0% | -103.3% | -61.5% |
| 1Y | -56.4% | +42.4% | -98.8% | -62.0% |
| 3Y | -62.2% | +116.8% | -179.1% | -72.2% |
| 5Y | -63.7% | +199.0% | -262.7% | -76.5% |
| 10Y | +61.7% | +515.4% | -453.7% | -23.7% |
| All | +632.7% | +1,316.0% | -683.2% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling