+324.2%
CSCO vs RACE
+740.2%
-416.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | -4.7% | +0.2% | -4.9% | -4.7% |
| 30D | -17.1% | +6.6% | -23.7% | -18.8% |
| 3M | -19.6% | +2.2% | -21.8% | -20.3% |
| 6M | +2.4% | +22.4% | -20.0% | -4.8% |
| YTD | +29.8% | +13.8% | +16.0% | +22.3% |
| 1Y | +38.7% | +2.2% | +36.5% | +35.4% |
| 3Y | +101.3% | +25.6% | +75.7% | +72.8% |
| 5Y | +94.8% | +71.0% | +23.8% | +43.1% |
| 10Y | +324.2% | +739.1% | -414.9% | +79.6% |
| All | +324.2% | +740.2% | -416.0% | +79.6% |
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