+247.8%
CRM vs RACE
+647.6%
-399.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.1% |
| 7D | +1.3% | -2.5% | +3.8% | +2.4% |
| 30D | +34.3% | +0.8% | +33.6% | +33.8% |
| 3M | +37.7% | +17.2% | +20.5% | +27.7% |
| 6M | +34.9% | +13.6% | +21.4% | +25.8% |
| YTD | -1.6% | +12.2% | -13.9% | -8.4% |
| 1Y | +7.1% | -16.3% | +23.4% | +13.0% |
| 3Y | +19.0% | +36.4% | -17.4% | -6.4% |
| 5Y | -1.3% | +95.0% | -96.2% | -36.3% |
| 10Y | +251.2% | +813.2% | -562.1% | +20.3% |
| All | +247.8% | +647.6% | -399.8% | +18.7% |
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