+238.9%
CRM vs RACE
+844.0%
-605.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.7% | +1.4% |
| 7D | -4.4% | +0.9% | -5.4% | -4.8% |
| 30D | +28.1% | +1.6% | +26.5% | +27.2% |
| 3M | +48.8% | +13.2% | +35.7% | +40.2% |
| 6M | +28.3% | +22.9% | +5.4% | +14.9% |
| YTD | -6.0% | +13.3% | -19.3% | -13.0% |
| 1Y | +1.4% | -12.7% | +14.1% | +5.1% |
| 3Y | +11.8% | +40.3% | -28.4% | -15.0% |
| 5Y | -2.0% | +96.5% | -98.5% | -39.3% |
| All | +238.9% | +844.0% | -605.1% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling