+357.8%
CLF vs RACE
+670.3%
-312.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.3% | -9.9% | -11.0% |
| 7D | -21.0% | +5.7% | -26.6% | -23.4% |
| 30D | -8.0% | +9.3% | -17.3% | -12.6% |
| 3M | -10.9% | +3.8% | -14.7% | -13.4% |
| 6M | +5.8% | +29.8% | -24.0% | -9.8% |
| YTD | -15.1% | +15.6% | -30.8% | -24.1% |
| 1Y | +7.2% | +5.1% | +2.2% | +1.0% |
| 3Y | -34.2% | +30.8% | -65.0% | -48.6% |
| 5Y | -49.6% | +67.4% | -117.0% | -66.8% |
| 10Y | +109.9% | +793.6% | -683.7% | -53.5% |
| All | +357.8% | +670.3% | -312.6% | +2.9% |
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