+935.4%
CAT vs RACE
+670.3%
+265.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.0% | -5.6% |
| 7D | -14.5% | +5.7% | -20.1% | -16.2% |
| 30D | -35.7% | +9.3% | -45.0% | -37.8% |
| 3M | -36.3% | +3.8% | -40.1% | -37.3% |
| 6M | -38.5% | +29.8% | -68.3% | -44.7% |
| YTD | -2.5% | +15.6% | -18.2% | -8.9% |
| 1Y | -1.9% | +5.1% | -7.0% | -5.2% |
| 3Y | +139.2% | +30.8% | +108.4% | +103.0% |
| 5Y | +192.1% | +67.4% | +124.7% | +119.2% |
| 10Y | +732.3% | +793.6% | -61.4% | +223.1% |
| All | +935.4% | +670.3% | +265.1% | +266.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling