+37.7%
CMI vs RACE
-13.6%
+51.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -1.1% |
| 7D | +0.8% | -2.2% | +3.1% | +1.2% |
| 30D | -12.8% | -0.4% | -12.4% | -12.8% |
| 3M | -12.4% | +17.9% | -30.4% | -15.3% |
| 6M | -0.9% | +19.3% | -20.2% | -4.8% |
| YTD | +8.9% | +11.9% | -3.0% | +5.5% |
| 1Y | +37.7% | -12.7% | +50.4% | +39.4% |
| All | +37.7% | -13.6% | +51.3% | +39.4% |
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 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