+492.2%
COR vs RACE
+729.2%
-237.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.7% |
| 7D | +7.8% | -1.2% | +9.0% | +8.1% |
| 30D | +7.0% | +6.1% | +0.9% | +5.8% |
| 3M | +16.3% | -0.3% | +16.5% | +16.2% |
| 6M | +41.3% | +23.4% | +17.9% | +34.8% |
| YTD | +7.1% | +12.5% | -5.4% | +3.5% |
| 1Y | -0.8% | -0.5% | -0.4% | -1.5% |
| 3Y | +85.0% | +23.6% | +61.4% | +67.1% |
| 5Y | +203.9% | +65.4% | +138.4% | +146.3% |
| All | +492.2% | +729.2% | -237.0% | +228.0% |
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 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