+149.2%
CBOE vs RACE
+92.4%
+56.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | -4.6% | -1.0% | -3.6% | -4.6% |
| 30D | +2.6% | -1.5% | +4.2% | +2.7% |
| 3M | +4.9% | +15.5% | -10.5% | +4.2% |
| 6M | -2.2% | +17.3% | -19.5% | -3.0% |
| YTD | +17.7% | +11.1% | +6.6% | +17.0% |
| 1Y | +26.1% | -14.3% | +40.3% | +27.9% |
| 3Y | +97.1% | +40.2% | +56.9% | +79.1% |
| 5Y | +149.2% | +92.6% | +56.6% | +102.4% |
| All | +149.2% | +92.4% | +56.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling