+84.9%
CL vs RACE
+740.2%
-655.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | +2.6% | +0.2% | +2.4% | +2.5% |
| 30D | +11.8% | +6.6% | +5.1% | +10.6% |
| 3M | +5.9% | +2.2% | +3.7% | +5.4% |
| 6M | +13.3% | +22.4% | -9.1% | +9.3% |
| YTD | +27.1% | +13.8% | +13.3% | +23.7% |
| 1Y | +28.0% | +2.2% | +25.8% | +26.7% |
| 3Y | +39.4% | +25.6% | +13.8% | +30.5% |
| 5Y | +40.8% | +71.0% | -30.2% | +22.3% |
| 10Y | +84.9% | +739.1% | -654.2% | +23.1% |
| All | +84.9% | +740.2% | -655.3% | +23.1% |
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