+322.3%
CMG vs RACE
+783.2%
-460.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -6.5% | -2.6% | -3.8% | -5.5% |
| 30D | +12.1% | -1.1% | +13.2% | +12.5% |
| 3M | +20.6% | +12.5% | +8.0% | +15.3% |
| 6M | +2.1% | +17.4% | -15.3% | -4.3% |
| YTD | -2.6% | +10.1% | -12.7% | -7.2% |
| 1Y | -8.7% | -15.1% | +6.5% | -4.8% |
| 3Y | -7.4% | +38.9% | -46.3% | -23.8% |
| 5Y | -5.7% | +90.7% | -96.3% | -33.3% |
| 10Y | +322.3% | +801.8% | -479.5% | +136.7% |
| All | +322.3% | +783.2% | -460.8% | +136.7% |
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