-7.6%
CRS vs RACE
-2.3%
-5.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.7% | -1.1% |
| 7D | +7.4% | -4.0% | +11.4% | +8.6% |
| 30D | -21.2% | +3.5% | -24.8% | -21.8% |
| 3M | -43.3% | -0.4% | -42.9% | -43.2% |
| 6M | -29.4% | +23.2% | -52.5% | -34.3% |
| YTD | -4.7% | +11.0% | -15.7% | -7.4% |
| All | -7.6% | -2.3% | -5.2% | -6.0% |
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