+2.2%
SPGI vs CBOE
+146.7%
-144.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -3.1% | -0.8% | -2.3% | -2.9% |
| 30D | +2.0% | +2.7% | -0.7% | +1.4% |
| 3M | +4.3% | +0.7% | +3.6% | +3.6% |
| 6M | -0.2% | -2.0% | +1.7% | -1.4% |
| YTD | -14.8% | +17.1% | -31.9% | -20.2% |
| 1Y | -18.5% | +26.5% | -45.0% | -25.5% |
| 3Y | +16.0% | +96.1% | -80.2% | -12.0% |
| 5Y | +2.2% | +149.3% | -147.1% | -32.0% |
| All | +2.2% | +146.7% | -144.5% | -32.0% |
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