+563.4%
CF vs RACE
+752.7%
-189.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +6.7% |
| 7D | +0.4% | +5.7% | -5.3% | -0.9% |
| 30D | +2.2% | +9.3% | -7.1% | +0.1% |
| 3M | +2.1% | +3.8% | -1.7% | +1.0% |
| 6M | -6.5% | +29.8% | -36.3% | -12.9% |
| YTD | +55.6% | +15.6% | +39.9% | +47.5% |
| 1Y | +42.3% | +5.1% | +37.2% | +38.7% |
| 3Y | +55.7% | +30.8% | +25.0% | +34.9% |
| 5Y | +122.4% | +67.4% | +55.0% | +71.6% |
| All | +563.4% | +752.7% | -189.3% | +227.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling