-38.5%
CAT vs RACE
+26.7%
-65.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.0% | -6.4% |
| 7D | -14.5% | +5.7% | -20.1% | -14.4% |
| 30D | -35.7% | +9.3% | -45.0% | -35.7% |
| 3M | -36.3% | +3.8% | -40.1% | -36.0% |
| 6M | -38.5% | +29.8% | -68.3% | -37.7% |
| All | -38.5% | +26.7% | -65.2% | -37.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling