+421.5%
CAH vs RACE
+738.3%
-316.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.8% |
| 7D | +7.8% | +3.9% | +3.9% | +6.9% |
| 30D | +15.5% | +7.4% | +8.0% | +13.7% |
| 3M | +16.3% | +1.6% | +14.7% | +15.7% |
| 6M | +50.0% | +23.3% | +26.7% | +42.6% |
| YTD | +34.7% | +14.7% | +20.1% | +29.3% |
| 1Y | +35.9% | +2.5% | +33.4% | +33.9% |
| 3Y | +178.5% | +28.0% | +150.5% | +151.4% |
| 5Y | +515.7% | +69.8% | +445.9% | +403.4% |
| 10Y | +421.5% | +734.9% | -313.4% | +221.4% |
| All | +421.5% | +738.3% | -316.8% | +221.4% |
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 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