+543.8%
CBOE vs RACE
+658.1%
-114.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.5% |
| 7D | +6.0% | +0.2% | +5.7% | +5.9% |
| 30D | +19.9% | +6.6% | +13.3% | +19.1% |
| 3M | +28.4% | +2.2% | +26.1% | +27.9% |
| 6M | +5.2% | +22.4% | -17.2% | +2.4% |
| YTD | +46.4% | +13.8% | +32.6% | +43.3% |
| 1Y | +41.8% | +2.2% | +39.6% | +40.8% |
| 3Y | +114.4% | +25.6% | +88.8% | +101.0% |
| 5Y | +202.9% | +71.0% | +131.9% | +164.2% |
| 10Y | +511.3% | +739.1% | -227.8% | +372.1% |
| All | +543.8% | +658.1% | -114.3% | +410.1% |
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