+219.8%
CFG vs RACE
+741.5%
-521.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.8% | -3.9% | +3.1% | +0.9% |
| 30D | +3.1% | +6.8% | -3.7% | +0.3% |
| 3M | -9.7% | +1.3% | -11.1% | -10.5% |
| 6M | +6.7% | +26.3% | -19.6% | -4.5% |
| YTD | +15.2% | +13.8% | +1.4% | +6.8% |
| 1Y | +28.8% | -0.5% | +29.2% | +26.6% |
| 3Y | +190.1% | +25.6% | +164.4% | +139.8% |
| 5Y | +63.4% | +67.6% | -4.2% | +13.0% |
| 10Y | +219.8% | +724.7% | -504.9% | +34.1% |
| All | +219.8% | +741.5% | -521.8% | +34.1% |
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