+380.8%
CME vs RACE
+647.6%
-266.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | -1.6% | -2.5% | +0.9% | -1.1% |
| 30D | +6.2% | +0.8% | +5.5% | +6.0% |
| 3M | +10.4% | +17.2% | -6.7% | +6.7% |
| 6M | -9.5% | +13.6% | -23.1% | -12.3% |
| YTD | +6.0% | +12.2% | -6.2% | +2.6% |
| 1Y | +9.3% | -16.3% | +25.5% | +12.0% |
| 3Y | +57.7% | +36.4% | +21.2% | +39.3% |
| 5Y | +77.7% | +95.0% | -17.3% | +40.0% |
| 10Y | +281.2% | +813.2% | -532.0% | +136.9% |
| All | +380.8% | +647.6% | -266.8% | +206.6% |
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