+67.2%
CAH vs RACE
-16.2%
+83.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.5% |
| 7D | +5.4% | -2.5% | +7.9% | +5.4% |
| 30D | +3.3% | +0.8% | +2.5% | +3.3% |
| 3M | +22.8% | +17.2% | +5.6% | +22.3% |
| 6M | +11.3% | +13.6% | -2.3% | +11.0% |
| YTD | +21.1% | +12.2% | +8.9% | +21.7% |
| 1Y | +67.2% | -16.3% | +83.5% | +76.6% |
| All | +67.2% | -16.2% | +83.5% | +76.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling