+372.3%
CRL vs RACE
+670.3%
-298.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.7% | -3.1% |
| 7D | -16.8% | +5.7% | -22.4% | -18.9% |
| 30D | +2.6% | +9.3% | -6.6% | -1.5% |
| 3M | +20.1% | +3.8% | +16.2% | +17.6% |
| 6M | +68.8% | +29.8% | +39.1% | +49.4% |
| YTD | +56.9% | +15.6% | +41.3% | +44.7% |
| 1Y | +86.7% | +5.1% | +81.6% | +79.3% |
| 3Y | +72.1% | +30.8% | +41.3% | +43.1% |
| 5Y | -16.6% | +67.4% | -84.0% | -39.4% |
| 10Y | +359.0% | +793.6% | -434.6% | +97.1% |
| All | +372.3% | +670.3% | -298.0% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling