+83.5%
CLF vs RACE
+740.2%
-656.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.3% |
| 7D | -9.1% | +0.2% | -9.3% | -9.3% |
| 30D | -0.9% | +6.6% | -7.5% | -4.5% |
| 3M | +3.0% | +2.2% | +0.8% | +1.1% |
| 6M | +16.7% | +22.4% | -5.7% | +3.1% |
| YTD | -3.2% | +13.8% | -17.0% | -12.3% |
| 1Y | +24.6% | +2.2% | +22.4% | +19.4% |
| 3Y | -22.3% | +25.6% | -47.9% | -37.5% |
| 5Y | -41.2% | +71.0% | -112.2% | -61.7% |
| 10Y | +83.5% | +739.1% | -655.6% | -54.3% |
| All | +83.5% | +740.2% | -656.7% | -54.3% |
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