+43.1%
COF vs CBOE
+136.7%
-93.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.5% |
| 7D | -5.1% | -5.8% | +0.7% | -5.3% |
| 30D | -6.0% | -3.1% | -2.9% | -6.1% |
| 3M | +14.8% | -4.8% | +19.6% | +14.9% |
| 6M | +15.3% | -0.6% | +15.9% | +15.3% |
| YTD | -13.0% | +12.8% | -25.8% | -13.4% |
| 1Y | -5.7% | +19.8% | -25.5% | -6.3% |
| 3Y | +118.1% | +86.9% | +31.2% | +95.4% |
| All | +43.1% | +136.7% | -93.5% | +15.2% |
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