+73.0%
CF vs RACE
+36.9%
+36.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -3.4% |
| 7D | +6.0% | -2.5% | +8.5% | +5.8% |
| 30D | +14.8% | +0.8% | +14.1% | +15.0% |
| 3M | +14.1% | +17.2% | -3.1% | +15.6% |
| 6M | +28.5% | +13.6% | +14.9% | +31.2% |
| YTD | +74.9% | +12.2% | +62.7% | +78.3% |
| 1Y | +61.7% | -16.3% | +77.9% | +67.6% |
| All | +73.0% | +36.9% | +36.1% | +76.5% |
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