-74.9%
CAPR vs RACE
+818.0%
-892.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.2% |
| 7D | -2.0% | -2.5% | +0.5% | -0.9% |
| 30D | +139.2% | +0.8% | +138.4% | +137.4% |
| 3M | -66.4% | +17.2% | -83.5% | -71.4% |
| 6M | -63.1% | +13.6% | -76.7% | -68.5% |
| YTD | -67.4% | +12.2% | -79.6% | -72.3% |
| 1Y | +58.2% | -16.3% | +74.5% | +56.8% |
| 3Y | +42.2% | +36.4% | +5.8% | +1.6% |
| 5Y | +87.3% | +95.0% | -7.7% | +1.8% |
| All | -74.9% | +818.0% | -892.9% | -92.5% |
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