-39.7%
CAG vs RACE
+93.6%
-133.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | -3.8% | -2.5% | -1.3% | -3.5% |
| 30D | +3.1% | +0.8% | +2.4% | +3.0% |
| 3M | +23.5% | +17.2% | +6.3% | +21.0% |
| 6M | -14.8% | +13.6% | -28.4% | -16.4% |
| YTD | -5.4% | +12.2% | -17.6% | -7.1% |
| 1Y | -11.8% | -16.3% | +4.5% | -11.0% |
| 3Y | -36.7% | +36.4% | -73.1% | -40.5% |
| All | -39.7% | +93.6% | -133.3% | -48.4% |
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