+205.4%
CBOE vs REPL
-17.3%
+222.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.4% | +6.9% | -1.4% |
| 7D | -3.7% | -13.4% | +9.7% | -3.5% |
| 30D | +2.0% | -3.0% | +5.0% | +2.0% |
| 3M | -4.2% | +56.3% | -60.6% | -5.7% |
| 6M | +1.2% | +60.9% | -59.7% | -1.7% |
| YTD | +15.4% | +36.2% | -20.8% | +12.3% |
| 1Y | +23.5% | +121.0% | -97.5% | +17.9% |
| 3Y | +93.2% | -32.8% | +126.0% | +82.6% |
| 5Y | +142.0% | -58.7% | +200.6% | +130.0% |
| All | +205.4% | -17.3% | +222.6% | +163.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling