+350.3%
CRL vs RACE
+729.2%
-378.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.5% |
| 7D | +0.1% | -1.2% | +1.3% | +0.7% |
| 30D | +11.9% | +6.1% | +5.8% | +8.5% |
| 3M | +20.2% | -0.3% | +20.4% | +19.7% |
| 6M | +107.5% | +23.4% | +84.1% | +86.0% |
| YTD | +69.4% | +12.5% | +56.9% | +56.9% |
| 1Y | +99.7% | -0.5% | +100.2% | +96.1% |
| 3Y | +98.8% | +23.6% | +75.2% | +65.7% |
| 5Y | -12.4% | +65.4% | -77.9% | -39.0% |
| All | +350.3% | +729.2% | -378.9% | +94.0% |
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