+149.2%
CBOE vs REPL
-53.9%
+203.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.5% |
| 3M | +4.9% | +64.7% | -59.7% | +4.2% |
| 6M | -2.2% | +83.0% | -85.2% | -3.0% |
| YTD | +17.7% | +52.0% | -34.2% | +16.8% |
| 1Y | +26.1% | +144.5% | -118.5% | +24.6% |
| 3Y | +97.1% | -25.1% | +122.2% | +96.9% |
| 5Y | +149.2% | -52.9% | +202.1% | +138.7% |
| All | +149.2% | -53.9% | +203.1% | +138.7% |
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