+95.1%
CBOE vs COO
-23.0%
+118.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.8% |
| 7D | -4.6% | -2.3% | -2.4% | -4.7% |
| 30D | +2.6% | -8.8% | +11.5% | +2.3% |
| 3M | +4.9% | +1.3% | +3.6% | +5.0% |
| 6M | -2.2% | -11.6% | +9.4% | -2.5% |
| YTD | +17.7% | -17.4% | +35.1% | +17.1% |
| 1Y | +26.1% | -1.6% | +27.7% | +26.1% |
| All | +95.1% | -23.0% | +118.1% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling