+1,819.3%
CRS vs RACE
+647.6%
+1,171.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.7% |
| 7D | -0.2% | -2.5% | +2.3% | +1.1% |
| 30D | -16.6% | +0.8% | -17.4% | -17.2% |
| 3M | -3.5% | +17.2% | -20.6% | -12.5% |
| 6M | +15.4% | +13.6% | +1.9% | +6.1% |
| YTD | +51.2% | +12.2% | +39.0% | +38.5% |
| 1Y | +98.3% | -16.3% | +114.6% | +111.8% |
| 3Y | +651.5% | +36.4% | +615.1% | +477.7% |
| 5Y | +1,411.1% | +95.0% | +1,316.2% | +812.7% |
| 10Y | +1,424.3% | +813.2% | +611.1% | +289.7% |
| All | +1,819.3% | +647.6% | +1,171.7% | +358.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling