+39.0%
CBOE vs REPL
+125.1%
-86.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +7.7% | +28.8% | -21.1% | +7.6% |
| 30D | +24.4% | +57.3% | -32.9% | +24.0% |
| 3M | +20.0% | +73.6% | -53.6% | +19.6% |
| 6M | +2.4% | +582.8% | -580.5% | +1.0% |
| YTD | +38.5% | +112.9% | -74.3% | +38.4% |
| 1Y | +39.0% | +130.7% | -91.7% | +39.6% |
| All | +39.0% | +125.1% | -86.2% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling