+725.3%
CAT vs RACE
+740.1%
-14.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | -10.3% | +5.1% | -15.4% | -11.9% |
| 30D | -31.2% | +7.7% | -38.9% | -33.1% |
| 3M | -34.7% | +2.2% | -36.8% | -35.4% |
| 6M | -39.5% | +23.8% | -63.2% | -44.6% |
| YTD | -1.7% | +13.9% | -15.6% | -7.7% |
| 1Y | -1.1% | +3.8% | -4.9% | -4.1% |
| 3Y | +143.9% | +28.0% | +115.8% | +107.5% |
| 5Y | +194.8% | +64.9% | +129.9% | +120.4% |
| All | +725.3% | +740.1% | -14.7% | +298.1% |
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 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