+1,980.9%
CLS vs RACE
+64.4%
+1,916.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -6.0% |
| 7D | +16.3% | -1.2% | +17.5% | +16.8% |
| 30D | -25.7% | +6.1% | -31.8% | -28.0% |
| 3M | -30.9% | -0.3% | -30.6% | -31.1% |
| 6M | -35.5% | +23.4% | -58.9% | -42.4% |
| YTD | -18.7% | +12.5% | -31.2% | -25.2% |
| 1Y | -17.9% | -0.5% | -17.4% | -19.2% |
| 3Y | +838.1% | +23.6% | +814.5% | +657.4% |
| All | +1,980.9% | +64.4% | +1,916.5% | +1,222.9% |
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 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