+25.9%
CMS vs RACE
+93.6%
-67.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | 0.0% |
| 7D | +0.4% | -2.5% | +2.9% | +0.6% |
| 30D | -3.6% | +0.8% | -4.4% | -3.7% |
| 3M | -1.9% | +17.2% | -19.1% | -3.5% |
| 6M | -11.0% | +13.6% | -24.6% | -12.3% |
| YTD | +0.2% | +12.2% | -12.0% | -1.3% |
| 1Y | -1.3% | -16.3% | +14.9% | -0.1% |
| 3Y | +35.9% | +36.4% | -0.5% | +26.3% |
| All | +25.9% | +93.6% | -67.7% | +11.8% |
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