+495.9%
CMI vs RACE
+832.2%
-336.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -1.4% |
| 7D | +0.8% | -2.2% | +3.1% | +1.6% |
| 30D | -12.8% | -0.4% | -12.4% | -12.8% |
| 3M | -12.4% | +17.9% | -30.4% | -17.9% |
| 6M | -0.9% | +19.3% | -20.2% | -7.9% |
| YTD | +8.9% | +11.9% | -3.0% | +3.1% |
| 1Y | +37.7% | -12.7% | +50.4% | +41.8% |
| 3Y | +148.9% | +41.1% | +107.8% | +104.7% |
| 5Y | +164.4% | +94.1% | +70.3% | +86.0% |
| All | +495.9% | +832.2% | -336.3% | +123.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling