-27.5%
CAG vs RACE
+658.9%
-686.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.5% |
| 7D | +5.8% | +5.1% | +0.7% | +5.1% |
| 30D | +16.4% | +7.7% | +8.7% | +15.2% |
| 3M | +3.8% | +2.2% | +1.6% | +3.5% |
| 6M | +10.8% | +23.8% | -12.9% | +7.5% |
| YTD | -5.8% | +13.9% | -19.7% | -7.8% |
| 1Y | -2.4% | +3.8% | -6.2% | -3.4% |
| 3Y | -33.4% | +28.0% | -61.5% | -36.9% |
| 5Y | -39.4% | +64.9% | -104.4% | -45.3% |
| 10Y | -37.5% | +780.4% | -817.8% | -55.4% |
| All | -27.5% | +658.9% | -686.3% | -49.4% |
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 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