+23.5%
CBOE vs COO
-20.6%
+44.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.7% | +13.2% | -2.1% |
| 7D | -3.7% | -23.3% | +19.6% | -5.1% |
| 30D | +2.0% | -29.5% | +31.5% | -0.3% |
| 3M | -4.2% | -20.0% | +15.7% | -5.3% |
| 6M | +1.2% | -27.2% | +28.4% | -1.0% |
| YTD | +15.4% | -33.9% | +49.3% | +11.6% |
| 1Y | +23.5% | -19.9% | +43.4% | +24.4% |
| All | +23.5% | -20.6% | +44.1% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling