+168.5%
CMG vs RACE
+663.9%
-495.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.6% |
| 7D | +8.6% | +3.9% | +4.7% | +7.2% |
| 30D | +13.1% | +7.4% | +5.7% | +10.5% |
| 3M | +9.0% | +1.6% | +7.4% | +8.4% |
| 6M | +10.0% | +23.3% | -13.3% | +2.1% |
| YTD | -3.4% | +14.7% | -18.1% | -8.8% |
| 1Y | +16.8% | +2.5% | +14.3% | +14.6% |
| 3Y | -14.7% | +28.0% | -42.7% | -25.4% |
| 5Y | -1.5% | +69.8% | -71.3% | -24.3% |
| 10Y | +383.6% | +734.9% | -351.3% | +184.2% |
| All | +168.5% | +663.9% | -495.5% | +48.1% |
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