+41.2%
CRL vs RACE
+36.9%
+4.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.3% | -1.0% |
| 7D | -1.0% | -2.5% | +1.5% | -0.2% |
| 30D | +10.7% | +0.8% | +9.9% | +10.3% |
| 3M | +55.3% | +17.2% | +38.1% | +46.9% |
| 6M | +60.7% | +13.6% | +47.1% | +53.0% |
| YTD | +44.6% | +12.2% | +32.4% | +37.6% |
| 1Y | +77.7% | -16.3% | +94.0% | +86.1% |
| All | +41.2% | +36.9% | +4.3% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling