Performance analysis of CPSO (S&P 500 Structured Alt Protection ETF - October)
Annual Return
Since Oct 1, 2024, CPSO has had an average annual return of +5.74%, underperforming the benchmark SPY, which returned +17.77% annual.
| 2026 | 2025 | 2024 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +3.29% | +6.24% | +0.77% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.49% | +0.10% | -0.81% | +2.08% | +0.83% | +0.16% | +0.41% | +3.29% | |||||
| 2025 | +0.79% | +0.00985% | -1.19% | +0.46% | +1.44% | +1.45% | +0.72% | +0.82% | +0.60% | +0.44% | +0.12% | +0.43% | +6.24% |
| 2024 | -0.16% | +0.97% | -0.04% | +0.77% |
Drawdown analysis of CPSO (S&P 500 Structured Alt Protection ETF - October)
The maximum drawdown for the CPSO was -3.23%, occurring on Apr 7, 2025. Recovery took 27 trading sessions.
The current CPSO drawdown is -0.02%.
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -3.23% | Feb 19, 2025 | 33 | Apr 7, 2025 | 27 | May 15, 2025 | 60 |
| -1.45% | Feb 25, 2026 | 23 | Mar 30, 2026 | 7 | Apr 9, 2026 | 30 |
| -0.89% | Oct 27, 2025 | 18 | Nov 20, 2025 | 8 | Dec 3, 2025 | 26 |
| -0.57% | Oct 18, 2024 | 11 | Nov 4, 2024 | 3 | Nov 7, 2024 | 14 |
| -0.52% | Dec 16, 2024 | 3 | Dec 19, 2024 | 10 | Jan 6, 2025 | 13 |
| -0.49% | May 19, 2025 | 4 | May 23, 2025 | 4 | May 30, 2025 | 8 |
| -0.46% | Jan 24, 2025 | 6 | Feb 3, 2025 | 8 | Feb 13, 2025 | 14 |
| -0.44% | Jun 2, 2026 | 6 | Jun 10, 2026 | 3 | Jun 15, 2026 | 9 |
| -0.44% | Jan 28, 2026 | 6 | Feb 5, 2026 | 2 | Feb 9, 2026 | 8 |
| -0.39% | Jan 6, 2025 | 3 | Jan 10, 2025 | 3 | Jan 15, 2025 | 6 |
| -0.36% | Jul 28, 2025 | 4 | Aug 1, 2025 | 3 | Aug 6, 2025 | 7 |
| -0.35% | Nov 13, 2024 | 2 | Nov 15, 2024 | 7 | Nov 26, 2024 | 9 |
| -0.31% | Feb 9, 2026 | 9 | Feb 23, 2026 | 2 | Feb 25, 2026 | 11 |
| -0.30% | Oct 6, 2025 | 4 | Oct 10, 2025 | 6 | Oct 20, 2025 | 10 |
| -0.30% | Nov 29, 2024 | 1 | Dec 2, 2024 | 1 | Dec 3, 2024 | 2 |
| -0.29% | Jun 15, 2026 | 7 | Jun 25, 2026 | 3 | Jun 30, 2026 | 10 |
| -0.27% | Jan 13, 2026 | 4 | Jan 20, 2026 | 2 | Jan 22, 2026 | 6 |
| -0.24% | Oct 1, 2024 | 4 | Oct 7, 2024 | 2 | Oct 9, 2024 | 6 |
| -0.23% | Jun 12, 2025 | 1 | Jun 13, 2025 | 1 | Jun 16, 2025 | 2 |
| -0.22% | Dec 11, 2025 | 4 | Dec 17, 2025 | 3 | Dec 22, 2025 | 7 |
| -0.21% | Jul 3, 2025 | 1 | Jul 7, 2025 | 2 | Jul 9, 2025 | 3 |
| -0.18% | Jun 16, 2025 | 3 | Jun 20, 2025 | 1 | Jun 23, 2025 | 4 |
| -0.16% | May 1, 2026 | 1 | May 4, 2026 | 1 | May 5, 2026 | 2 |
| -0.15% | Dec 26, 2025 | 3 | Dec 31, 2025 | 3 | Jan 6, 2026 | 6 |
| -0.15% | Apr 17, 2026 | 2 | Apr 21, 2026 | 3 | Apr 24, 2026 | 5 |