+150.9%
CI vs RACE
+741.5%
-590.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.3% | -3.9% | +2.6% | -0.2% |
| 30D | +6.4% | +6.8% | -0.4% | +4.5% |
| 3M | +10.7% | +1.3% | +9.3% | +10.1% |
| 6M | +5.5% | +26.3% | -20.8% | -2.0% |
| YTD | +11.4% | +13.8% | -2.4% | +5.9% |
| 1Y | +15.0% | -0.5% | +15.5% | +13.8% |
| 3Y | +9.0% | +25.6% | -16.7% | -4.0% |
| 5Y | +52.0% | +67.6% | -15.6% | +17.7% |
| 10Y | +150.9% | +724.7% | -573.7% | +16.0% |
| All | +150.9% | +741.5% | -590.6% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling