+35.4%
CMS vs RACE
+65.1%
-29.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | +1.7% | +5.7% | -4.0% | +1.1% |
| 30D | +8.6% | +9.3% | -0.7% | +7.7% |
| 3M | -0.5% | +3.8% | -4.3% | -0.9% |
| 6M | -4.2% | +29.8% | -34.0% | -6.8% |
| YTD | +3.4% | +15.6% | -12.2% | +1.5% |
| 1Y | +0.4% | +5.1% | -4.6% | -0.4% |
| 3Y | +38.2% | +30.8% | +7.4% | +29.0% |
| 5Y | +35.4% | +67.4% | -32.0% | +17.7% |
| All | +35.4% | +65.1% | -29.7% | +17.7% |
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