+121.7%
CMS vs RACE
+740.1%
-618.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | -1.3% | +5.1% | -6.4% | -2.0% |
| 30D | +6.3% | +7.7% | -1.4% | +5.2% |
| 3M | -2.1% | +2.2% | -4.2% | -2.5% |
| 6M | -5.1% | +23.8% | -28.8% | -8.4% |
| YTD | +1.3% | +13.9% | -12.6% | -1.3% |
| 1Y | -1.4% | +3.8% | -5.2% | -2.6% |
| 3Y | +36.9% | +28.0% | +8.9% | +27.2% |
| 5Y | +32.5% | +64.9% | -32.4% | +15.7% |
| All | +121.7% | +740.1% | -618.4% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling