+460.7%
CMI vs RACE
+639.5%
-178.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -0.9% |
| 7D | +1.5% | -4.0% | +5.5% | +2.9% |
| 30D | -14.0% | +3.5% | -17.5% | -15.1% |
| 3M | -28.3% | -0.4% | -27.9% | -28.5% |
| 6M | -34.9% | +23.2% | -58.1% | -40.1% |
| YTD | -9.9% | +11.0% | -20.9% | -14.4% |
| 1Y | -3.6% | -2.2% | -1.4% | -4.4% |
| 3Y | +120.9% | +22.5% | +98.4% | +94.0% |
| 5Y | +116.1% | +63.2% | +52.9% | +65.9% |
| 10Y | +328.5% | +704.3% | -375.8% | +86.3% |
| All | +460.7% | +639.5% | -178.8% | +129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling