-3.0%
CMG vs RACE
+92.4%
-95.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -1.5% | -1.0% | -0.4% | -1.1% |
| 30D | +12.7% | -1.5% | +14.3% | +13.4% |
| 3M | +26.3% | +15.5% | +10.8% | +19.2% |
| 6M | +4.5% | +17.3% | -12.8% | -2.4% |
| YTD | -0.1% | +11.1% | -11.2% | -5.3% |
| 1Y | -6.8% | -14.3% | +7.5% | -2.5% |
| 3Y | -5.0% | +40.2% | -45.2% | -28.2% |
| 5Y | -3.0% | +92.6% | -95.6% | -42.7% |
| All | -3.0% | +92.4% | -95.5% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling