+1,014.0%
CBOE vs COPX
+249.1%
+764.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.0% | +5.5% | -0.7% |
| 7D | -3.7% | -2.9% | -0.8% | -3.4% |
| 30D | +2.0% | 0.0% | +1.9% | +1.9% |
| 3M | -4.2% | +14.8% | -19.0% | -6.3% |
| 6M | +1.2% | +7.0% | -5.9% | -0.8% |
| YTD | +15.4% | +23.8% | -8.5% | +10.3% |
| 1Y | +23.5% | +75.7% | -52.2% | +11.9% |
| 3Y | +93.2% | +156.4% | -63.2% | +61.5% |
| 5Y | +142.0% | +167.6% | -25.6% | +97.0% |
| 10Y | +379.2% | +569.1% | -189.9% | +213.4% |
| All | +1,014.0% | +249.1% | +764.9% | +701.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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