+51.5%
CART vs RACE
+39.9%
+11.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -0.9% |
| 7D | +1.0% | -2.5% | +3.6% | +1.6% |
| 30D | +12.6% | +0.8% | +11.8% | +12.4% |
| 3M | +23.1% | +17.2% | +6.0% | +19.2% |
| 6M | +39.5% | +13.6% | +26.0% | +35.6% |
| YTD | +13.5% | +12.2% | +1.3% | +10.1% |
| 1Y | +14.9% | -16.3% | +31.1% | +18.6% |
| All | +51.5% | +39.9% | +11.7% | +27.9% |
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