+116.3%
CBOE vs REPL
+97.7%
+18.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +6.3% | +1.2% | +5.0% | +6.3% |
| 30D | +24.9% | +92.2% | -67.2% | +24.9% |
| 3M | +28.5% | +44.1% | -15.7% | +28.4% |
| 6M | +2.9% | +313.0% | -310.1% | +3.0% |
| YTD | +50.7% | +125.2% | -74.5% | +50.8% |
| 1Y | +45.5% | +143.8% | -98.3% | +45.7% |
| 3Y | +116.3% | +104.2% | +12.1% | +118.3% |
| All | +116.3% | +97.7% | +18.6% | +118.3% |
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