+138.1%
CMS vs RACE
+740.2%
-602.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | +7.4% | +6.6% | +0.8% | +6.4% |
| 3M | +1.9% | +2.2% | -0.3% | +1.4% |
| 6M | -2.3% | +22.4% | -24.7% | -5.6% |
| YTD | +3.0% | +13.8% | -10.8% | +0.3% |
| 1Y | -2.8% | +2.2% | -5.0% | -3.7% |
| 3Y | +37.9% | +25.6% | +12.3% | +28.6% |
| 5Y | +34.0% | +71.0% | -37.0% | +16.1% |
| 10Y | +138.1% | +739.1% | -601.0% | +55.5% |
| All | +138.1% | +740.2% | -602.1% | +55.5% |
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 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