+34.7%
CMS vs RACE
+65.0%
-30.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.0% |
| 7D | -1.3% | +5.1% | -6.4% | -1.8% |
| 30D | +6.3% | +7.7% | -1.4% | +5.6% |
| 3M | -2.1% | +2.2% | -4.2% | -2.3% |
| 6M | -5.1% | +23.8% | -28.8% | -7.3% |
| YTD | +1.3% | +13.9% | -12.6% | -0.5% |
| 1Y | -1.4% | +3.8% | -5.2% | -2.1% |
| 3Y | +36.9% | +28.0% | +8.9% | +28.2% |
| All | +34.7% | +65.0% | -30.4% | +17.0% |
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