+1.4%
CRM vs RACE
-12.0%
+13.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.7% | +1.8% |
| 7D | -4.4% | +0.9% | -5.4% | -4.5% |
| 30D | +28.1% | +1.6% | +26.5% | +28.0% |
| 3M | +48.8% | +13.2% | +35.7% | +47.2% |
| 6M | +28.3% | +22.9% | +5.4% | +26.6% |
| YTD | -6.0% | +13.3% | -19.3% | -7.2% |
| 1Y | +1.4% | -12.7% | +14.1% | -2.2% |
| All | +1.4% | -12.0% | +13.5% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling