+303.4%
CME vs RACE
+729.2%
-425.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | +3.9% | -1.2% | +5.2% | +4.2% |
| 30D | +11.3% | +6.1% | +5.2% | +9.9% |
| 3M | +19.6% | -0.3% | +19.8% | +19.4% |
| 6M | +8.1% | +23.4% | -15.4% | +2.6% |
| YTD | +20.4% | +12.5% | +7.9% | +16.0% |
| 1Y | +16.5% | -0.5% | +17.0% | +15.5% |
| 3Y | +66.4% | +23.6% | +42.8% | +48.7% |
| 5Y | +74.5% | +65.4% | +9.0% | +38.8% |
| All | +303.4% | +729.2% | -425.8% | +111.9% |
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 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