+144.6%
CAPR vs RACE
+65.0%
+79.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.1% | +5.1% |
| 7D | +41.1% | +5.1% | +36.0% | +39.2% |
| 30D | +11.1% | +7.7% | +3.4% | +9.0% |
| 3M | +115.3% | +2.2% | +113.1% | +113.6% |
| 6M | -73.8% | +23.8% | -97.6% | -77.1% |
| YTD | -68.8% | +13.9% | -82.7% | -72.0% |
| 1Y | +43.3% | +3.8% | +39.5% | +34.8% |
| 3Y | +214.7% | +28.0% | +186.6% | +166.8% |
| All | +144.6% | +65.0% | +79.5% | +69.1% |
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