+522.6%
CBOE vs RACE
+663.9%
-141.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +1.0% | +3.9% | -2.9% | +0.6% |
| 30D | +16.0% | +7.4% | +8.5% | +15.1% |
| 3M | +23.4% | +1.6% | +21.8% | +23.1% |
| 6M | +1.7% | +23.3% | -21.6% | -1.1% |
| YTD | +41.6% | +14.7% | +26.9% | +38.5% |
| 1Y | +38.5% | +2.5% | +35.9% | +37.4% |
| 3Y | +105.7% | +28.0% | +77.8% | +92.4% |
| 5Y | +185.4% | +69.8% | +115.6% | +149.3% |
| 10Y | +504.1% | +734.9% | -230.8% | +366.2% |
| All | +522.6% | +663.9% | -141.3% | +392.9% |
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