+426.6%
CBOE vs RACE
+647.6%
-221.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -3.6% | -2.5% | -1.1% | -3.4% |
| 30D | +5.1% | +0.8% | +4.3% | +4.9% |
| 3M | +4.6% | +17.2% | -12.5% | +2.5% |
| 6M | -0.3% | +13.6% | -13.8% | -2.1% |
| YTD | +19.8% | +12.2% | +7.5% | +17.5% |
| 1Y | +28.4% | -16.3% | +44.6% | +30.5% |
| 3Y | +104.1% | +36.4% | +67.7% | +88.3% |
| 5Y | +150.9% | +95.0% | +55.9% | +114.0% |
| 10Y | +393.5% | +813.2% | -419.7% | +282.3% |
| All | +426.6% | +647.6% | -221.0% | +318.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling