+324.8%
CAH vs RACE
+647.6%
-322.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | +5.4% | -2.5% | +7.9% | +5.9% |
| 30D | +3.3% | +0.8% | +2.5% | +3.1% |
| 3M | +22.8% | +17.2% | +5.6% | +18.4% |
| 6M | +11.3% | +13.6% | -2.3% | +7.6% |
| YTD | +21.1% | +12.2% | +8.9% | +17.0% |
| 1Y | +67.2% | -16.3% | +83.5% | +72.0% |
| 3Y | +195.6% | +36.4% | +159.2% | +163.3% |
| 5Y | +413.8% | +95.0% | +318.9% | +307.7% |
| 10Y | +309.6% | +813.2% | -503.7% | +129.0% |
| All | +324.8% | +647.6% | -322.8% | +136.1% |
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