+97.1%
CBOE vs REPL
-24.7%
+121.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.7% |
| 7D | -4.6% | -5.7% | +1.1% | -4.6% |
| 30D | +2.6% | +22.5% | -19.8% | +2.6% |
| 3M | +4.9% | +64.7% | -59.7% | +4.6% |
| 6M | -2.2% | +83.0% | -85.2% | -2.1% |
| YTD | +17.7% | +52.0% | -34.2% | +17.7% |
| 1Y | +26.1% | +144.5% | -118.5% | +26.4% |
| 3Y | +97.1% | -25.1% | +122.2% | +105.3% |
| All | +97.1% | -24.7% | +121.8% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling