+1,438.1%
CRS vs RACE
+92.4%
+1,345.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.1% |
| 7D | -3.1% | -1.0% | -2.0% | -2.6% |
| 30D | -19.6% | -1.5% | -18.1% | -19.2% |
| 3M | -8.1% | +15.5% | -23.5% | -14.6% |
| 6M | +18.6% | +17.3% | +1.3% | +9.1% |
| YTD | +45.9% | +11.1% | +34.7% | +36.6% |
| 1Y | +82.5% | -14.3% | +96.7% | +91.7% |
| 3Y | +648.9% | +40.2% | +608.7% | +484.0% |
| 5Y | +1,438.1% | +92.6% | +1,345.6% | +892.3% |
| All | +1,438.1% | +92.4% | +1,345.7% | +892.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling