+398.3%
COR vs RACE
+670.3%
-272.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.6% |
| 7D | +2.8% | +5.7% | -2.9% | +1.7% |
| 30D | +7.4% | +9.3% | -1.9% | +5.6% |
| 3M | +7.3% | +3.8% | +3.5% | +6.4% |
| 6M | +11.5% | +29.8% | -18.3% | +5.4% |
| YTD | +1.2% | +15.6% | -14.4% | -2.6% |
| 1Y | -3.3% | +5.1% | -8.4% | -5.1% |
| 3Y | +78.5% | +30.8% | +47.7% | +60.7% |
| 5Y | +183.0% | +67.4% | +115.5% | +134.0% |
| 10Y | +545.4% | +793.6% | -248.2% | +265.9% |
| All | +398.3% | +670.3% | -272.0% | +175.8% |
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