-4.5%
CRS vs RACE
+10.6%
-15.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.8% | -2.6% |
| 7D | +4.3% | +9.9% | -5.6% | +1.9% |
| 30D | -25.5% | +12.8% | -38.3% | -27.7% |
| 3M | -48.7% | +7.4% | -56.1% | -49.7% |
| 6M | -31.6% | +27.6% | -59.2% | -36.9% |
| YTD | -7.0% | +18.4% | -25.4% | -11.3% |
| 1Y | -4.5% | +9.5% | -14.0% | -6.4% |
| All | -4.5% | +10.6% | -15.1% | -6.4% |
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