-35.8%
CRL vs RACE
+93.6%
-129.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.3% | -0.8% |
| 7D | -1.0% | -2.5% | +1.5% | +0.1% |
| 30D | +10.7% | +0.8% | +9.9% | +10.2% |
| 3M | +55.3% | +17.2% | +38.1% | +43.9% |
| 6M | +60.7% | +13.6% | +47.1% | +50.6% |
| YTD | +44.6% | +12.2% | +32.4% | +35.2% |
| 1Y | +77.7% | -16.3% | +94.0% | +89.6% |
| 3Y | +37.6% | +36.4% | +1.2% | +5.2% |
| All | -35.8% | +93.6% | -129.3% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling