+24.5%
COP vs CBOE
+96.4%
-71.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | +11.7% | +2.7% | +9.0% | +11.6% |
| 3M | +17.7% | +0.7% | +17.0% | +17.0% |
| 6M | +18.3% | -2.0% | +20.3% | +17.8% |
| YTD | +49.1% | +17.1% | +31.9% | +51.4% |
| 1Y | +53.3% | +26.5% | +26.8% | +57.2% |
| All | +24.5% | +96.4% | -71.9% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling