+42.8%
CL vs RACE
+65.1%
-22.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.2% |
| 7D | +5.9% | +5.7% | +0.3% | +5.2% |
| 30D | +13.8% | +9.3% | +4.5% | +12.5% |
| 3M | +6.4% | +3.8% | +2.6% | +5.8% |
| 6M | +15.6% | +29.8% | -14.2% | +11.7% |
| YTD | +27.9% | +15.6% | +12.3% | +25.0% |
| 1Y | +31.4% | +5.1% | +26.3% | +29.9% |
| 3Y | +41.4% | +30.8% | +10.6% | +33.5% |
| 5Y | +42.8% | +67.4% | -24.6% | +23.6% |
| All | +42.8% | +65.1% | -22.3% | +23.6% |
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