+353.2%
CFG vs RACE
+647.6%
-294.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.7% |
| 7D | +1.5% | -2.5% | +4.1% | +2.6% |
| 30D | -3.8% | +0.8% | -4.6% | -4.3% |
| 3M | +11.5% | +17.2% | -5.7% | +3.7% |
| 6M | +19.2% | +13.6% | +5.6% | +11.7% |
| YTD | +23.7% | +12.2% | +11.5% | +15.7% |
| 1Y | +38.8% | -16.3% | +55.1% | +46.0% |
| 3Y | +178.9% | +36.4% | +142.5% | +124.2% |
| 5Y | +101.8% | +95.0% | +6.8% | +32.9% |
| 10Y | +317.3% | +813.2% | -496.0% | +51.3% |
| All | +353.2% | +647.6% | -294.4% | +56.9% |
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