+214.7%
CAPR vs RACE
+28.1%
+186.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.1% | +5.0% |
| 7D | +41.1% | +5.1% | +36.0% | +39.6% |
| 30D | +11.1% | +7.7% | +3.4% | +9.5% |
| 3M | +115.3% | +2.2% | +113.1% | +113.8% |
| 6M | -73.8% | +23.8% | -97.6% | -76.8% |
| YTD | -68.8% | +13.9% | -82.7% | -71.6% |
| 1Y | +43.3% | +3.8% | +39.5% | +37.2% |
| 3Y | +214.7% | +28.0% | +186.6% | +196.2% |
| All | +214.7% | +28.1% | +186.6% | +196.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling