-33.8%
CAG vs RACE
+783.2%
-817.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -6.6% | -2.6% | -4.0% | -6.3% |
| 30D | +2.3% | -1.1% | +3.4% | +2.4% |
| 3M | +16.3% | +12.5% | +3.8% | +14.3% |
| 6M | -16.0% | +17.4% | -33.5% | -18.0% |
| YTD | -7.7% | +10.1% | -17.8% | -9.3% |
| 1Y | -16.0% | -15.1% | -0.9% | -14.9% |
| 3Y | -37.7% | +38.9% | -76.6% | -41.8% |
| 5Y | -41.2% | +90.7% | -131.9% | -48.4% |
| 10Y | -33.8% | +801.8% | -835.6% | -55.5% |
| All | -33.8% | +783.2% | -817.0% | -55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling