+466.8%
COP vs CBOE
+1,045.3%
-578.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | +3.0% | -3.6% | +6.6% | +4.0% |
| 30D | +17.5% | +5.1% | +12.4% | +15.6% |
| 3M | +13.4% | +4.6% | +8.7% | +11.2% |
| 6M | +17.7% | -0.3% | +18.0% | +16.2% |
| YTD | +46.6% | +19.8% | +26.8% | +36.8% |
| 1Y | +44.6% | +28.4% | +16.3% | +31.9% |
| 3Y | +20.7% | +104.1% | -83.4% | -7.8% |
| 5Y | +185.0% | +150.9% | +34.1% | +99.7% |
| 10Y | +347.0% | +393.5% | -46.5% | +152.5% |
| All | +466.8% | +1,045.3% | -578.5% | +126.1% |
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