+99.8%
CBOE vs RACE
+40.8%
+59.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | -0.2% |
| 7D | -3.6% | -2.5% | -1.1% | -3.8% |
| 30D | +5.1% | +0.8% | +4.3% | +5.2% |
| 3M | +4.6% | +17.2% | -12.5% | +6.1% |
| 6M | -0.3% | +13.6% | -13.8% | +1.2% |
| YTD | +19.8% | +12.2% | +7.5% | +21.5% |
| 1Y | +28.4% | -16.3% | +44.6% | +28.5% |
| All | +99.8% | +40.8% | +59.0% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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