+210.0%
CBOE vs REPL
-9.7%
+219.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.5% |
| 7D | -0.8% | -9.6% | +8.8% | -0.6% |
| 30D | +2.7% | +5.7% | -3.0% | +2.6% |
| 3M | +0.7% | +56.4% | -55.7% | -0.8% |
| 6M | -2.0% | +67.4% | -69.4% | -4.8% |
| YTD | +17.1% | +48.7% | -31.5% | +13.9% |
| 1Y | +26.5% | +148.3% | -121.8% | +20.6% |
| 3Y | +96.1% | -26.7% | +122.8% | +85.1% |
| 5Y | +149.3% | -54.1% | +203.4% | +136.4% |
| All | +210.0% | -9.7% | +219.7% | +167.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling