+177.6%
CMG vs RACE
+647.6%
-470.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.0% |
| 7D | -2.8% | -2.5% | -0.3% | -2.0% |
| 30D | +7.1% | +0.8% | +6.4% | +6.8% |
| 3M | +31.2% | +17.2% | +14.0% | +24.2% |
| 6M | +0.7% | +13.6% | -12.9% | -4.0% |
| YTD | -0.1% | +12.2% | -12.3% | -4.9% |
| 1Y | -10.7% | -16.3% | +5.5% | -6.9% |
| 3Y | -4.7% | +36.4% | -41.1% | -18.8% |
| 5Y | -3.8% | +95.0% | -98.7% | -28.9% |
| 10Y | +352.5% | +813.2% | -460.8% | +164.5% |
| All | +177.6% | +647.6% | -470.0% | +54.4% |
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