+537.9%
COF vs CBOE
+1,020.3%
-482.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | -2.7% | -0.8% | -1.9% | -2.4% |
| 30D | -3.4% | +2.7% | -6.1% | -4.5% |
| 3M | +15.4% | +0.7% | +14.7% | +13.6% |
| 6M | +14.4% | -2.0% | +16.4% | +12.4% |
| YTD | -12.0% | +17.1% | -29.1% | -19.4% |
| 1Y | -3.7% | +26.5% | -30.2% | -14.7% |
| 3Y | +121.1% | +96.1% | +24.9% | +56.2% |
| 5Y | +47.8% | +149.3% | -101.5% | -8.3% |
| 10Y | +250.3% | +386.5% | -136.2% | +58.6% |
| All | +537.9% | +1,020.3% | -482.4% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling