-64.7%
CAPR vs RACE
+738.3%
-803.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.7% | +8.8% | +9.1% |
| 7D | +36.0% | +3.9% | +32.1% | +33.8% |
| 30D | +25.8% | +7.4% | +18.4% | +22.1% |
| 3M | +140.8% | +1.6% | +139.2% | +138.8% |
| 6M | -67.6% | +23.3% | -90.9% | -73.3% |
| YTD | -65.9% | +14.7% | -80.5% | -71.2% |
| 1Y | +66.1% | +2.5% | +63.6% | +50.3% |
| 3Y | +256.9% | +28.0% | +228.9% | +167.1% |
| 5Y | +172.1% | +69.8% | +102.3% | +63.5% |
| 10Y | -64.7% | +734.9% | -799.6% | -84.2% |
| All | -64.7% | +738.3% | -803.0% | -84.2% |
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 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