+47.7%
CI vs RACE
+65.0%
-17.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.4% |
| 7D | -1.6% | +5.1% | -6.6% | -2.2% |
| 30D | +5.4% | +7.7% | -2.3% | +4.4% |
| 3M | +7.3% | +2.2% | +5.1% | +6.8% |
| 6M | +5.3% | +23.8% | -18.5% | +1.8% |
| YTD | +8.5% | +13.9% | -5.4% | +5.9% |
| 1Y | +17.1% | +3.8% | +13.3% | +16.0% |
| 3Y | +1.4% | +28.0% | -26.6% | -4.6% |
| All | +47.7% | +65.0% | -17.3% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling