+204.2%
CBOE vs RACE
+64.4%
+139.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.7% |
| 7D | +6.3% | -1.2% | +7.5% | +6.3% |
| 30D | +24.9% | +6.1% | +18.8% | +24.7% |
| 3M | +28.5% | -0.3% | +28.7% | +28.4% |
| 6M | +2.9% | +23.4% | -20.6% | +1.8% |
| YTD | +50.7% | +12.5% | +38.1% | +49.8% |
| 1Y | +45.5% | -0.5% | +45.9% | +46.1% |
| 3Y | +116.3% | +23.6% | +92.7% | +103.2% |
| All | +204.2% | +64.4% | +139.8% | +156.2% |
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