+213.9%
CAT vs RACE
+64.4%
+149.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.2% |
| 7D | +7.4% | -1.2% | +8.6% | +7.8% |
| 30D | -19.7% | +6.1% | -25.8% | -21.0% |
| 3M | -29.6% | -0.3% | -29.3% | -29.7% |
| 6M | -33.2% | +23.4% | -56.6% | -37.2% |
| YTD | +5.7% | +12.5% | -6.9% | +1.3% |
| 1Y | +9.3% | -0.5% | +9.8% | +8.3% |
| 3Y | +158.3% | +23.6% | +134.7% | +130.1% |
| All | +213.9% | +64.4% | +149.5% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling