+50.2%
CG vs RACE
+28.1%
+22.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | -1.2% | +5.1% | -6.3% | -2.8% |
| 30D | +5.0% | +7.7% | -2.7% | +2.5% |
| 3M | -18.2% | +2.2% | -20.4% | -18.8% |
| 6M | -20.7% | +23.8% | -44.5% | -26.3% |
| YTD | -31.4% | +13.9% | -45.3% | -34.8% |
| 1Y | -22.3% | +3.8% | -26.0% | -23.7% |
| 3Y | +50.2% | +28.0% | +22.1% | +34.0% |
| All | +50.2% | +28.1% | +22.1% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling