+1,763.7%
CLS vs RACE
+65.0%
+1,698.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.2% |
| 7D | -22.2% | +5.1% | -27.2% | -24.1% |
| 30D | -44.4% | +7.7% | -52.1% | -46.4% |
| 3M | -34.3% | +2.2% | -36.5% | -35.2% |
| 6M | -50.1% | +23.8% | -73.8% | -55.5% |
| YTD | -30.1% | +13.9% | -44.0% | -36.0% |
| 1Y | -39.3% | +3.8% | -43.1% | -41.7% |
| 3Y | +732.7% | +28.0% | +704.7% | +559.5% |
| All | +1,763.7% | +65.0% | +1,698.6% | +1,085.2% |
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