-47.8%
CLF vs RACE
+93.6%
-141.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.6% |
| 7D | +7.6% | -2.5% | +10.1% | +8.7% |
| 30D | -1.2% | +0.8% | -2.0% | -1.8% |
| 3M | -13.4% | +17.2% | -30.5% | -20.1% |
| 6M | +15.4% | +13.6% | +1.8% | +7.6% |
| YTD | -5.9% | +12.2% | -18.1% | -12.7% |
| 1Y | +18.8% | -16.3% | +35.1% | +26.3% |
| 3Y | -19.4% | +36.4% | -55.8% | -38.7% |
| All | -47.8% | +93.6% | -141.4% | -70.1% |
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 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