+512.3%
COR vs RACE
+738.3%
-226.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | +2.3% | +3.9% | -1.6% | +1.6% |
| 30D | +6.8% | +7.4% | -0.7% | +5.3% |
| 3M | +8.1% | +1.6% | +6.5% | +7.7% |
| 6M | +33.0% | +23.3% | +9.7% | +26.9% |
| YTD | +3.0% | +14.7% | -11.7% | -0.8% |
| 1Y | -3.4% | +2.5% | -5.9% | -4.7% |
| 3Y | +80.1% | +28.0% | +52.2% | +61.6% |
| 5Y | +194.7% | +69.8% | +124.9% | +137.9% |
| 10Y | +512.3% | +734.9% | -222.6% | +277.7% |
| All | +512.3% | +738.3% | -226.0% | +277.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling