+121.5%
CMI vs RACE
+67.1%
+54.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +3.0% | +3.5% |
| 7D | -6.8% | +3.9% | -10.7% | -7.9% |
| 30D | -10.9% | +7.4% | -18.3% | -12.8% |
| 3M | -27.3% | +1.6% | -28.9% | -27.8% |
| 6M | -30.9% | +23.3% | -54.2% | -35.6% |
| YTD | -7.7% | +14.7% | -22.3% | -12.5% |
| 1Y | 0.0% | +2.5% | -2.5% | -1.9% |
| 3Y | +130.1% | +28.0% | +102.1% | +98.8% |
| 5Y | +121.5% | +69.8% | +51.7% | +57.2% |
| All | +121.5% | +67.1% | +54.4% | +57.2% |
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