+385.5%
COR vs RACE
+647.6%
-262.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | +0.1% | -1.5% |
| 7D | +2.8% | -2.5% | +5.3% | +3.3% |
| 30D | +4.5% | +0.8% | +3.8% | +4.3% |
| 3M | +22.7% | +17.2% | +5.5% | +18.6% |
| 6M | -9.7% | +13.6% | -23.3% | -12.5% |
| YTD | -1.4% | +12.2% | -13.6% | -4.6% |
| 1Y | +13.9% | -16.3% | +30.2% | +16.9% |
| 3Y | +94.0% | +36.4% | +57.5% | +72.1% |
| 5Y | +184.0% | +95.0% | +89.1% | +123.5% |
| 10Y | +406.8% | +813.2% | -406.5% | +186.9% |
| All | +385.5% | +647.6% | -262.1% | +170.3% |
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