+25.4%
CBOE vs REPL
+147.0%
-121.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.5% |
| 7D | -0.8% | -9.6% | +8.8% | -0.7% |
| 30D | +2.7% | +5.7% | -3.0% | +2.7% |
| 3M | +0.7% | +56.4% | -55.7% | -0.2% |
| 6M | -2.0% | +67.4% | -69.4% | -2.6% |
| YTD | +17.1% | +48.7% | -31.5% | +16.4% |
| All | +25.4% | +147.0% | -121.6% | +25.1% |
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 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