+260.8%
CG vs RACE
+658.9%
-398.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.1% |
| 7D | -1.2% | +5.1% | -6.3% | -3.7% |
| 30D | +5.0% | +7.7% | -2.7% | +1.1% |
| 3M | -18.2% | +2.2% | -20.4% | -19.2% |
| 6M | -20.7% | +23.8% | -44.5% | -29.9% |
| YTD | -31.4% | +13.9% | -45.3% | -37.3% |
| 1Y | -22.3% | +3.8% | -26.0% | -25.3% |
| 3Y | +50.2% | +28.0% | +22.1% | +21.0% |
| 5Y | -22.1% | +64.9% | -87.0% | -46.9% |
| 10Y | +295.5% | +780.4% | -484.8% | +20.9% |
| All | +260.8% | +658.9% | -398.0% | +4.7% |
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