+156.2%
CMI vs RACE
+40.8%
+115.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +3.2% |
| 7D | -0.7% | -2.5% | +1.8% | -0.2% |
| 30D | -13.4% | +0.8% | -14.2% | -13.6% |
| 3M | -17.0% | +17.2% | -34.2% | -20.0% |
| 6M | -1.6% | +13.6% | -15.2% | -5.0% |
| YTD | +11.0% | +12.2% | -1.2% | +7.3% |
| 1Y | +41.9% | -16.3% | +58.2% | +46.2% |
| All | +156.2% | +40.8% | +115.4% | +130.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling