+700.3%
CAT vs RACE
+741.5%
-41.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +1.7% | -3.9% | +5.6% | +3.2% |
| 30D | -24.6% | +6.8% | -31.4% | -26.4% |
| 3M | -28.5% | +1.3% | -29.8% | -29.1% |
| 6M | -34.8% | +26.3% | -61.1% | -40.7% |
| YTD | +5.9% | +13.8% | -7.9% | -0.5% |
| 1Y | +6.8% | -0.5% | +7.3% | +5.3% |
| 3Y | +161.1% | +25.6% | +135.4% | +123.8% |
| 5Y | +213.4% | +67.6% | +145.8% | +132.4% |
| 10Y | +700.3% | +724.7% | -24.3% | +258.6% |
| All | +700.3% | +741.5% | -41.2% | +258.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling