+149.3%
CBOE vs COO
-44.2%
+193.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.7% | 0.0% |
| 7D | -0.8% | -9.0% | +8.2% | -0.1% |
| 30D | +2.7% | -16.8% | +19.5% | +4.1% |
| 3M | +0.7% | -7.5% | +8.2% | +1.2% |
| 6M | -2.0% | -16.3% | +14.3% | -0.7% |
| YTD | +17.1% | -22.5% | +39.7% | +19.4% |
| 1Y | +26.5% | -7.0% | +33.5% | +26.5% |
| 3Y | +96.1% | -27.5% | +123.6% | +98.4% |
| 5Y | +149.3% | -43.3% | +192.6% | +170.9% |
| All | +149.3% | -44.2% | +193.5% | +170.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling