+141.7%
CAT vs RACE
+30.0%
+111.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.0% | -5.9% |
| 7D | -14.5% | +5.7% | -20.1% | -15.4% |
| 30D | -35.7% | +9.3% | -45.0% | -36.8% |
| 3M | -36.3% | +3.8% | -40.1% | -36.8% |
| 6M | -38.5% | +29.8% | -68.3% | -42.0% |
| YTD | -2.5% | +15.6% | -18.2% | -6.1% |
| 1Y | -1.9% | +5.1% | -7.0% | -3.8% |
| All | +141.7% | +30.0% | +111.6% | +117.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling