+60.4%
CFG vs RACE
+64.4%
-4.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | +3.2% | -1.2% | +4.4% | +3.6% |
| 30D | +5.1% | +6.1% | -1.0% | +3.1% |
| 3M | -11.2% | -0.3% | -11.0% | -11.4% |
| 6M | +9.6% | +23.4% | -13.9% | +1.3% |
| YTD | +15.0% | +12.5% | +2.4% | +8.9% |
| 1Y | +29.9% | -0.5% | +30.3% | +28.6% |
| 3Y | +192.1% | +23.6% | +168.5% | +147.0% |
| All | +60.4% | +64.4% | -4.0% | +8.2% |
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 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