-58.8%
CAPR vs RACE
+741.5%
-800.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | 0.0% | +26.5% | +26.5% |
| 7D | +25.8% | -3.9% | +29.6% | +28.3% |
| 30D | +50.2% | +6.8% | +43.4% | +46.3% |
| 3M | +185.5% | +1.3% | +184.2% | +183.5% |
| 6M | -64.8% | +26.3% | -91.1% | -71.4% |
| YTD | -61.1% | +13.8% | -74.9% | -67.1% |
| 1Y | +81.0% | -0.5% | +81.4% | +66.1% |
| 3Y | +300.7% | +25.6% | +275.1% | +203.0% |
| 5Y | +223.3% | +67.6% | +155.7% | +95.7% |
| 10Y | -58.8% | +724.7% | -783.4% | -81.7% |
| All | -58.8% | +741.5% | -800.3% | -81.7% |
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