+64.0%
CFG vs RACE
+65.1%
-1.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.4% |
| 7D | -2.2% | +5.7% | -7.8% | -3.9% |
| 30D | +0.4% | +9.3% | -8.9% | -2.5% |
| 3M | -12.6% | +3.8% | -16.4% | -13.9% |
| 6M | +0.6% | +29.8% | -29.2% | -8.6% |
| YTD | +12.4% | +15.6% | -3.2% | +5.6% |
| 1Y | +27.7% | +5.1% | +22.6% | +24.0% |
| 3Y | +172.4% | +30.8% | +141.6% | +124.5% |
| 5Y | +64.0% | +67.4% | -3.5% | +10.8% |
| All | +64.0% | +65.1% | -1.1% | +10.8% |
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 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