+87.5%
CLF vs RACE
+741.5%
-654.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.3% | -3.9% | +6.2% | +4.5% |
| 30D | +1.9% | +6.8% | -4.9% | -1.9% |
| 3M | +5.9% | +1.3% | +4.5% | +4.4% |
| 6M | +16.9% | +26.3% | -9.4% | +1.7% |
| YTD | -1.1% | +13.8% | -14.9% | -10.4% |
| 1Y | +28.8% | -0.5% | +29.3% | +25.3% |
| 3Y | -20.6% | +25.6% | -46.2% | -36.1% |
| 5Y | -41.5% | +67.6% | -109.1% | -61.4% |
| 10Y | +87.5% | +724.7% | -637.2% | -53.5% |
| All | +87.5% | +741.5% | -654.0% | -53.5% |
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