I didn’t know that Yahoo had the data for the index.
It does.
I took a quick look at the CBOE site and what I saw there for a short period agreed with the Yahoo data.
Is that, like most indexes, the price-only return, excluding the dividends on the portfolio?
No, it apparently includes dividends:
From https://cdn.cboe.com/api/global/us_indices/governance/BXM_Me…
"Dividends paid on the component stocks underlying the S&P 500 Index and the dollar value
of option premium deemed received from the sold call options are functionally “re-invested” in the
covered S&P 500 Index portfolio."