+81.0%
CAPR vs RACE
+0.7%
+80.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | 0.0% | +26.5% | +26.5% |
| 7D | +25.8% | -3.9% | +29.6% | +26.9% |
| 30D | +50.2% | +6.8% | +43.4% | +49.0% |
| 3M | +185.5% | +1.3% | +184.2% | +183.1% |
| 6M | -64.8% | +26.3% | -91.1% | -71.6% |
| YTD | -61.1% | +13.8% | -74.9% | -63.8% |
| 1Y | +81.0% | -0.5% | +81.4% | +1,046.8% |
| All | +81.0% | +0.7% | +80.3% | +1,046.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling