+3.3%
CAT vs RACE
+2.2%
+1.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -6.3% | +0.2% | -6.5% | -6.3% |
| 30D | -26.8% | +6.6% | -33.4% | -27.6% |
| 3M | -30.0% | +2.2% | -32.2% | -30.3% |
| 6M | -34.6% | +22.4% | -57.0% | -37.7% |
| YTD | +2.9% | +13.8% | -10.9% | -1.1% |
| 1Y | +3.3% | +2.2% | +1.1% | +1.3% |
| All | +3.3% | +2.2% | +1.1% | +1.3% |
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