-10.8%
CRL vs RACE
+69.7%
-80.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -1.8% |
| 7D | -1.7% | +0.2% | -2.0% | -2.0% |
| 30D | +14.6% | +6.6% | +8.0% | +10.9% |
| 3M | +24.8% | +2.2% | +22.6% | +23.0% |
| 6M | +94.7% | +22.4% | +72.3% | +75.7% |
| YTD | +73.4% | +13.8% | +59.6% | +60.0% |
| 1Y | +104.7% | +2.2% | +102.4% | +99.0% |
| 3Y | +101.1% | +25.6% | +75.4% | +59.9% |
| 5Y | -10.8% | +71.0% | -81.8% | -47.3% |
| All | -10.8% | +69.7% | -80.4% | -47.3% |
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