+28.4%
CBOE vs REPL
+161.1%
-132.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -3.6% | -3.0% | -0.7% | -3.6% |
| 30D | +5.1% | +27.1% | -22.1% | +4.9% |
| 3M | +4.6% | +52.4% | -47.8% | +3.6% |
| 6M | -0.3% | +107.4% | -107.7% | -0.9% |
| YTD | +19.8% | +54.7% | -35.0% | +19.0% |
| 1Y | +28.4% | +158.9% | -130.5% | +27.9% |
| All | +28.4% | +161.1% | -132.8% | +27.9% |
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