-4.9%
CMI vs RACE
+2.2%
-7.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.5% |
| 7D | -9.3% | +0.2% | -9.5% | -9.3% |
| 30D | -13.2% | +6.6% | -19.8% | -14.1% |
| 3M | -28.2% | +2.2% | -30.4% | -28.5% |
| 6M | -32.7% | +22.4% | -55.1% | -35.4% |
| YTD | -10.1% | +13.8% | -23.9% | -14.0% |
| 1Y | -4.9% | +2.2% | -7.1% | -8.5% |
| All | -4.9% | +2.2% | -7.1% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling