+425.3%
CME vs RACE
+658.9%
-233.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.2% |
| 7D | +0.9% | +5.1% | -4.2% | 0.0% |
| 30D | +13.2% | +7.7% | +5.5% | +11.6% |
| 3M | +16.3% | +2.2% | +14.1% | +15.6% |
| 6M | +7.1% | +23.8% | -16.6% | +2.2% |
| YTD | +15.8% | +13.9% | +1.9% | +11.7% |
| 1Y | +17.1% | +3.8% | +13.3% | +15.1% |
| 3Y | +63.2% | +28.0% | +35.1% | +46.9% |
| 5Y | +70.2% | +64.9% | +5.3% | +40.3% |
| 10Y | +337.0% | +780.4% | -443.4% | +171.7% |
| All | +425.3% | +658.9% | -233.5% | +233.8% |
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