+51.1%
CF vs RACE
+33.1%
+17.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.7% | -4.0% |
| 7D | -6.9% | +9.9% | -16.8% | -6.0% |
| 30D | -3.7% | +12.8% | -16.5% | -2.6% |
| 3M | -5.0% | +7.4% | -12.3% | -4.2% |
| 6M | -10.5% | +27.6% | -38.1% | -8.3% |
| YTD | +46.5% | +18.4% | +28.1% | +50.4% |
| 1Y | +34.8% | +9.5% | +25.3% | +39.2% |
| All | +51.1% | +33.1% | +17.9% | +53.8% |
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