+237.6%
CFG vs RACE
+740.1%
-502.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -0.9% | +5.1% | -6.0% | -3.0% |
| 30D | +1.1% | +7.7% | -6.6% | -2.1% |
| 3M | -12.0% | +2.2% | -14.2% | -13.1% |
| 6M | -2.2% | +23.8% | -26.0% | -11.7% |
| YTD | +11.4% | +13.9% | -2.5% | +3.2% |
| 1Y | +27.8% | +3.8% | +24.1% | +23.3% |
| 3Y | +173.3% | +28.0% | +145.3% | +123.8% |
| 5Y | +62.4% | +64.9% | -2.5% | +13.4% |
| All | +237.6% | +740.1% | -502.5% | +48.2% |
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