-0.8%
COR vs RACE
-1.0%
+0.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +3.0% |
| 7D | +7.8% | -1.2% | +9.0% | +7.8% |
| 30D | +7.0% | +6.1% | +0.9% | +7.5% |
| 3M | +16.3% | -0.3% | +16.5% | +16.2% |
| 6M | +41.3% | +23.4% | +17.9% | +45.4% |
| YTD | +7.1% | +12.5% | -5.4% | +10.6% |
| 1Y | -0.8% | -0.5% | -0.4% | +0.2% |
| All | -0.8% | -1.0% | +0.2% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling