+220.7%
CF vs RACE
+93.6%
+127.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -3.3% |
| 7D | +6.0% | -2.5% | +8.5% | +5.9% |
| 30D | +14.8% | +0.8% | +14.1% | +14.9% |
| 3M | +14.1% | +17.2% | -3.1% | +14.6% |
| 6M | +28.5% | +13.6% | +14.9% | +29.6% |
| YTD | +74.9% | +12.2% | +62.7% | +76.2% |
| 1Y | +61.7% | -16.3% | +77.9% | +65.6% |
| 3Y | +80.3% | +36.4% | +43.9% | +79.0% |
| All | +220.7% | +93.6% | +127.2% | +230.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling