+130.6%
CAPR vs RACE
+65.1%
+65.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.9% |
| 7D | +29.7% | +5.7% | +24.1% | +27.8% |
| 30D | +11.0% | +9.3% | +1.7% | +8.4% |
| 3M | +118.8% | +3.8% | +115.0% | +116.1% |
| 6M | -73.9% | +29.8% | -103.7% | -77.6% |
| YTD | -70.2% | +15.6% | -85.8% | -73.4% |
| 1Y | +38.3% | +5.1% | +33.2% | +29.5% |
| 3Y | +199.7% | +30.8% | +168.9% | +152.3% |
| 5Y | +130.6% | +67.4% | +63.1% | +58.5% |
| All | +130.6% | +65.1% | +65.5% | +58.5% |
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