+168.7%
CMS vs RACE
+688.6%
-519.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +0.8% |
| 7D | +4.1% | +9.9% | -5.9% | +2.8% |
| 30D | +10.9% | +12.8% | -1.9% | +9.1% |
| 3M | -0.2% | +7.4% | -7.6% | -1.3% |
| 6M | -4.7% | +27.6% | -32.3% | -8.1% |
| YTD | +3.9% | +18.4% | -14.5% | +1.0% |
| 1Y | +0.4% | +9.5% | -9.2% | -1.5% |
| 3Y | +38.8% | +33.9% | +4.9% | +29.5% |
| 5Y | +37.1% | +74.9% | -37.7% | +20.9% |
| 10Y | +132.7% | +814.9% | -682.2% | +71.6% |
| All | +168.7% | +688.6% | -519.9% | +97.7% |
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 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