+20.2%
CLF vs RACE
+10.6%
+9.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.3% | -13.5% | -9.4% |
| 7D | -7.9% | +9.9% | -17.8% | -8.6% |
| 30D | +5.2% | +12.8% | -7.5% | +4.1% |
| 3M | +4.3% | +7.4% | -3.1% | +3.8% |
| 6M | +25.3% | +27.6% | -2.3% | +20.9% |
| YTD | -3.3% | +18.4% | -21.7% | -8.4% |
| 1Y | +20.2% | +9.5% | +10.7% | +13.1% |
| All | +20.2% | +10.6% | +9.7% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling