+190.3%
CF vs RACE
+688.6%
-498.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.7% | -5.4% |
| 7D | -6.9% | +9.9% | -16.8% | -9.1% |
| 30D | -3.7% | +12.8% | -16.5% | -6.6% |
| 3M | -5.0% | +7.4% | -12.3% | -6.9% |
| 6M | -10.5% | +27.6% | -38.1% | -16.7% |
| YTD | +46.5% | +18.4% | +28.1% | +37.4% |
| 1Y | +34.8% | +9.5% | +25.3% | +29.4% |
| 3Y | +46.7% | +33.9% | +12.8% | +25.6% |
| 5Y | +112.0% | +74.9% | +37.2% | +59.6% |
| 10Y | +529.7% | +814.9% | -285.2% | +134.3% |
| All | +190.3% | +688.6% | -498.3% | +6.8% |
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 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