+365.5%
CLF vs RACE
+658.9%
-293.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.5% |
| 7D | -19.6% | +5.1% | -24.7% | -21.8% |
| 30D | -5.0% | +7.7% | -12.7% | -9.1% |
| 3M | -6.3% | +2.2% | -8.5% | -8.1% |
| 6M | +2.8% | +23.8% | -21.0% | -10.1% |
| YTD | -13.7% | +13.9% | -27.6% | -22.2% |
| 1Y | +13.6% | +3.8% | +9.8% | +7.6% |
| 3Y | -34.0% | +28.0% | -62.0% | -47.8% |
| 5Y | -48.7% | +64.9% | -113.7% | -66.0% |
| 10Y | +113.4% | +780.4% | -666.9% | -52.3% |
| All | +365.5% | +658.9% | -293.4% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling