+1,772.9%
CLS vs RACE
+670.3%
+1,102.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.3% | -10.7% | -12.1% |
| 7D | -27.3% | +5.7% | -32.9% | -29.0% |
| 30D | -47.0% | +9.3% | -56.3% | -49.0% |
| 3M | -43.3% | +3.8% | -47.1% | -44.4% |
| 6M | -50.8% | +29.8% | -80.6% | -56.3% |
| YTD | -30.4% | +15.6% | -46.1% | -35.9% |
| 1Y | -41.7% | +5.1% | -46.7% | -44.1% |
| 3Y | +701.4% | +30.8% | +670.6% | +580.9% |
| 5Y | +1,767.8% | +67.4% | +1,700.3% | +1,299.0% |
| 10Y | +1,636.8% | +793.6% | +843.2% | +679.6% |
| All | +1,772.9% | +670.3% | +1,102.5% | +699.5% |
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