+203.4%
CBOE vs REPL
-34.5%
+237.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.4% | +7.6% | +1.2% |
| 7D | +6.9% | +5.3% | +1.7% | +6.9% |
| 30D | +24.1% | +66.6% | -42.5% | +23.8% |
| 3M | +30.9% | +59.6% | -28.6% | +30.6% |
| 6M | +5.9% | +482.4% | -476.5% | +4.7% |
| YTD | +48.2% | +124.1% | -75.9% | +46.7% |
| 1Y | +43.5% | +138.6% | -95.1% | +42.0% |
| 3Y | +117.0% | +96.0% | +21.0% | +110.9% |
| 5Y | +203.4% | -35.4% | +238.7% | +187.8% |
| All | +203.4% | -34.5% | +237.9% | +187.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling