+158.6%
CMG vs RACE
+658.9%
-500.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.3% | -2.2% |
| 7D | +8.0% | +5.1% | +2.9% | +6.2% |
| 30D | +11.9% | +7.7% | +4.2% | +9.2% |
| 3M | +2.1% | +2.2% | 0.0% | +1.3% |
| 6M | +5.2% | +23.8% | -18.6% | -2.5% |
| YTD | -6.9% | +13.9% | -20.8% | -11.9% |
| 1Y | +12.7% | +3.8% | +8.9% | +10.0% |
| 3Y | -16.8% | +28.0% | -44.8% | -27.3% |
| 5Y | -4.1% | +64.9% | -69.0% | -25.6% |
| 10Y | +364.7% | +780.4% | -415.6% | +171.6% |
| All | +158.6% | +658.9% | -500.3% | +43.0% |
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 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