-4.4%
CMG vs RACE
+65.0%
-69.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.3% | -2.1% |
| 7D | +8.0% | +5.1% | +2.9% | +5.9% |
| 30D | +11.9% | +7.7% | +4.2% | +8.7% |
| 3M | +2.1% | +2.2% | 0.0% | +1.2% |
| 6M | +5.2% | +23.8% | -18.6% | -3.8% |
| YTD | -6.9% | +13.9% | -20.8% | -12.8% |
| 1Y | +12.7% | +3.8% | +8.9% | +9.7% |
| 3Y | -16.8% | +28.0% | -44.8% | -33.2% |
| All | -4.4% | +65.0% | -69.4% | -42.0% |
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