+368.1%
CAH vs RACE
+658.9%
-290.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.8% |
| 7D | +8.5% | +5.1% | +3.4% | +7.3% |
| 30D | +17.0% | +7.7% | +9.3% | +15.2% |
| 3M | +14.6% | +2.2% | +12.4% | +13.9% |
| 6M | +42.5% | +23.8% | +18.8% | +35.5% |
| YTD | +33.5% | +13.9% | +19.6% | +28.4% |
| 1Y | +38.5% | +3.8% | +34.8% | +36.0% |
| 3Y | +179.0% | +28.0% | +151.0% | +153.0% |
| 5Y | +507.2% | +64.9% | +442.3% | +405.9% |
| 10Y | +448.9% | +780.4% | -331.4% | +208.5% |
| All | +368.1% | +658.9% | -290.8% | +159.2% |
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