+178.7%
CAPR vs RACE
+64.4%
+114.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.3% | -7.4% |
| 7D | +5.9% | -1.2% | +7.1% | +6.4% |
| 30D | +44.6% | +6.1% | +38.5% | +42.7% |
| 3M | +126.4% | -0.3% | +126.6% | +126.5% |
| 6M | -68.6% | +23.4% | -92.0% | -72.4% |
| YTD | -67.0% | +12.5% | -79.5% | -70.2% |
| 1Y | +65.2% | -0.5% | +65.6% | +57.5% |
| 3Y | +235.6% | +23.6% | +211.9% | +188.7% |
| All | +178.7% | +64.4% | +114.2% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling