+2,755.1%
CLS vs RACE
+818.0%
+1,937.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.6% |
| 7D | +4.6% | -2.5% | +7.1% | +5.7% |
| 30D | -13.9% | +0.8% | -14.7% | -14.3% |
| 3M | -26.6% | +17.2% | -43.7% | -31.9% |
| 6M | +15.4% | +13.6% | +1.8% | +8.2% |
| YTD | +5.7% | +12.2% | -6.5% | -1.6% |
| 1Y | +41.1% | -16.3% | +57.4% | +48.4% |
| 3Y | +1,228.6% | +36.4% | +1,192.1% | +992.5% |
| 5Y | +3,240.6% | +95.0% | +3,145.7% | +2,204.1% |
| All | +2,755.1% | +818.0% | +1,937.1% | +1,176.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling