+263.2%
CG vs RACE
+670.3%
-407.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.2% | -5.3% |
| 7D | -1.5% | +5.7% | -7.2% | -4.3% |
| 30D | +2.8% | +9.3% | -6.5% | -1.8% |
| 3M | -19.2% | +3.8% | -23.1% | -20.9% |
| 6M | -21.0% | +29.8% | -50.8% | -31.9% |
| YTD | -31.0% | +15.6% | -46.6% | -37.4% |
| 1Y | -21.1% | +5.1% | -26.1% | -24.7% |
| 3Y | +48.8% | +30.8% | +18.0% | +18.5% |
| 5Y | -21.5% | +67.4% | -89.0% | -46.9% |
| 10Y | +298.1% | +793.6% | -495.5% | +20.7% |
| All | +263.2% | +670.3% | -407.1% | +4.5% |
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