+407.7%
CLF vs RACE
+647.6%
-239.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.8% |
| 7D | +7.6% | -2.5% | +10.1% | +9.0% |
| 30D | -1.2% | +0.8% | -2.0% | -1.9% |
| 3M | -13.4% | +17.2% | -30.5% | -21.3% |
| 6M | +15.4% | +13.6% | +1.8% | +6.1% |
| YTD | -5.9% | +12.2% | -18.1% | -14.0% |
| 1Y | +18.8% | -16.3% | +35.1% | +25.5% |
| 3Y | -19.4% | +36.4% | -55.8% | -38.7% |
| 5Y | -47.7% | +95.0% | -142.7% | -68.6% |
| 10Y | +130.4% | +813.2% | -682.9% | -49.5% |
| All | +407.7% | +647.6% | -239.9% | +16.5% |
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 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