+1,412.7%
CRS vs RACE
+783.2%
+629.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | -0.5% | -2.6% | +2.1% | +0.9% |
| 30D | -18.1% | -1.1% | -17.0% | -17.8% |
| 3M | -12.4% | +12.5% | -25.0% | -19.0% |
| 6M | +15.9% | +17.4% | -1.5% | +4.4% |
| YTD | +45.8% | +10.1% | +35.7% | +34.7% |
| 1Y | +87.8% | -15.1% | +102.9% | +99.3% |
| 3Y | +648.7% | +38.9% | +609.8% | +460.8% |
| 5Y | +1,416.6% | +90.7% | +1,326.0% | +803.5% |
| 10Y | +1,412.7% | +801.8% | +610.8% | +223.2% |
| All | +1,412.7% | +783.2% | +629.5% | +223.2% |
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 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