+169.5%
CMI vs RACE
+92.4%
+77.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +1.9% | -1.0% | +2.9% | +2.2% |
| 30D | -12.5% | -1.5% | -11.0% | -12.2% |
| 3M | -16.2% | +15.5% | -31.7% | -20.1% |
| 6M | +4.9% | +17.3% | -12.4% | -0.8% |
| YTD | +11.1% | +11.1% | 0.0% | +6.5% |
| 1Y | +43.4% | -14.3% | +57.6% | +48.2% |
| 3Y | +154.1% | +40.2% | +113.9% | +111.0% |
| 5Y | +169.5% | +92.6% | +76.9% | +85.5% |
| All | +169.5% | +92.4% | +77.0% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling