-9.7%
CRL vs RACE
+65.0%
-74.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.5% | +9.3% | +8.5% |
| 7D | -6.1% | +5.1% | -11.2% | -8.5% |
| 30D | +12.4% | +7.7% | +4.7% | +8.3% |
| 3M | +27.1% | +2.2% | +24.9% | +25.3% |
| 6M | +85.7% | +23.8% | +62.0% | +66.7% |
| YTD | +69.2% | +13.9% | +55.3% | +56.2% |
| 1Y | +97.5% | +3.8% | +93.7% | +90.6% |
| 3Y | +86.1% | +28.0% | +58.1% | +46.3% |
| All | -9.7% | +65.0% | -74.7% | -46.0% |
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 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