+83.5%
CRL vs RACE
+10.6%
+72.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.3% | -11.5% | -8.4% |
| 7D | -12.8% | +9.9% | -22.7% | -15.2% |
| 30D | +5.0% | +12.8% | -7.8% | +1.3% |
| 3M | +39.4% | +7.4% | +32.0% | +36.4% |
| 6M | +89.4% | +27.6% | +61.8% | +75.5% |
| YTD | +63.6% | +18.4% | +45.2% | +51.1% |
| 1Y | +83.5% | +9.5% | +73.9% | +73.2% |
| All | +83.5% | +10.6% | +72.9% | +73.2% |
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