+159.2%
CMS vs RACE
+647.6%
-488.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | +0.4% | -2.5% | +2.9% | +0.7% |
| 30D | -3.6% | +0.8% | -4.4% | -3.7% |
| 3M | -1.9% | +17.2% | -19.1% | -4.2% |
| 6M | -11.0% | +13.6% | -24.6% | -12.8% |
| YTD | +0.2% | +12.2% | -12.0% | -1.9% |
| 1Y | -1.3% | -16.3% | +14.9% | +0.3% |
| 3Y | +35.9% | +36.4% | -0.5% | +26.2% |
| 5Y | +23.1% | +95.0% | -71.9% | +6.4% |
| 10Y | +117.9% | +813.2% | -695.3% | +61.6% |
| All | +159.2% | +647.6% | -488.4% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling