-35.1%
CLF vs RACE
+30.0%
-65.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.3% | -9.9% | -11.6% |
| 7D | -21.0% | +5.7% | -26.6% | -22.2% |
| 30D | -8.0% | +9.3% | -17.3% | -10.4% |
| 3M | -10.9% | +3.8% | -14.7% | -12.0% |
| 6M | +5.8% | +29.8% | -24.0% | -2.8% |
| YTD | -15.1% | +15.6% | -30.8% | -19.9% |
| 1Y | +7.2% | +5.1% | +2.2% | +4.4% |
| All | -35.1% | +30.0% | -65.1% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling