+826.4%
CRS vs RACE
+717.8%
+108.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.7% | -0.4% |
| 7D | +7.4% | -4.0% | +11.4% | +9.9% |
| 30D | -21.2% | +3.5% | -24.8% | -22.7% |
| 3M | -43.3% | -0.4% | -42.9% | -43.4% |
| 6M | -29.4% | +23.2% | -52.5% | -38.2% |
| YTD | -4.7% | +11.0% | -15.7% | -12.4% |
| 1Y | -9.6% | -2.2% | -7.4% | -10.7% |
| 3Y | +355.5% | +22.5% | +332.9% | +270.8% |
| 5Y | +826.6% | +63.2% | +763.4% | +513.5% |
| All | +826.4% | +717.8% | +108.6% | +106.6% |
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