+8.9%
CAT vs RACE
+10.6%
-1.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.3% | -9.5% | -5.9% |
| 7D | -17.1% | +9.9% | -27.0% | -18.5% |
| 30D | -30.1% | +12.8% | -42.9% | -31.6% |
| 3M | -32.4% | +7.4% | -39.7% | -33.2% |
| 6M | -32.1% | +27.6% | -59.7% | -36.0% |
| YTD | +4.1% | +18.4% | -14.3% | -0.5% |
| 1Y | +8.9% | +9.5% | -0.6% | +5.8% |
| All | +8.9% | +10.6% | -1.7% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling